+294.6%
GWW vs ALHC
-59.6%
+354.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | 0.0% | -5.5% | +5.5% | +0.2% |
| 30D | +14.0% | -4.9% | +18.9% | +14.1% |
| 3M | +14.4% | -41.7% | +56.1% | +16.7% |
| 6M | +21.7% | -55.2% | +76.9% | +24.8% |
| YTD | +48.4% | -61.1% | +109.5% | +52.8% |
| 1Y | +58.4% | -53.3% | +111.7% | +61.7% |
| 3Y | +92.3% | +28.2% | +64.1% | +84.6% |
| 5Y | +221.8% | -65.8% | +287.6% | +214.9% |
| All | +294.6% | -59.6% | +354.3% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling