+60.5%
GWW vs ALHC
-55.7%
+116.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.4% |
| 3M | +12.9% | -45.3% | +58.2% | +14.9% |
| 6M | +19.3% | -59.7% | +79.0% | +21.5% |
| YTD | +48.7% | -62.7% | +111.5% | +49.4% |
| 1Y | +60.5% | -56.1% | +116.6% | +59.2% |
| All | +60.5% | -55.7% | +116.2% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling