+436.9%
GWW vs ALC
+30.4%
+406.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.9% |
| 7D | +3.6% | -1.1% | +4.6% | +3.9% |
| 30D | +12.1% | +16.0% | -3.9% | +6.9% |
| 3M | +12.9% | +0.8% | +12.1% | +12.4% |
| 6M | +19.3% | +16.8% | +2.5% | +12.9% |
| YTD | +48.7% | -5.5% | +54.2% | +49.7% |
| 1Y | +60.5% | -5.3% | +65.8% | +61.4% |
| 3Y | +93.3% | +4.1% | +89.2% | +82.7% |
| 5Y | +219.0% | -7.1% | +226.0% | +209.3% |
| All | +436.9% | +30.4% | +406.6% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling