+376.7%
GWW vs ALC
+24.0%
+352.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.6% |
| 7D | +1.4% | -2.1% | +3.5% | +2.0% |
| 30D | +3.3% | -0.1% | +3.4% | +3.2% |
| 3M | +2.9% | +5.9% | -3.0% | +0.8% |
| 6M | +15.8% | -15.9% | +31.7% | +21.6% |
| YTD | +32.0% | -10.1% | +42.1% | +35.2% |
| 1Y | +29.9% | -10.2% | +40.1% | +32.8% |
| 3Y | +91.1% | -13.6% | +104.6% | +93.4% |
| 5Y | +223.9% | -15.1% | +239.1% | +224.8% |
| All | +376.7% | +24.0% | +352.7% | +263.6% |
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