+295.4%
GWW vs ALHC
-61.4%
+356.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +12.1% | -10.6% | +22.7% | +12.6% |
| 3M | +12.9% | -45.3% | +58.2% | +15.5% |
| 6M | +19.3% | -59.7% | +79.0% | +23.0% |
| YTD | +48.7% | -62.7% | +111.5% | +53.4% |
| 1Y | +60.5% | -56.1% | +116.6% | +64.3% |
| 3Y | +93.3% | +21.3% | +72.0% | +86.0% |
| 5Y | +219.0% | -66.0% | +284.9% | +212.6% |
| All | +295.4% | -61.4% | +356.7% | +279.7% |
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