+90.2%
GWW vs ALHC
+16.3%
+73.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +0.7% |
| 7D | +5.3% | +3.9% | +1.4% | +5.2% |
| 30D | +12.4% | -3.6% | +16.1% | +12.6% |
| 3M | +13.7% | -49.4% | +63.1% | +16.2% |
| 6M | +18.0% | -59.5% | +77.5% | +20.8% |
| YTD | +44.6% | -63.2% | +107.8% | +48.2% |
| 1Y | +53.1% | -55.5% | +108.6% | +55.7% |
| 3Y | +90.2% | +23.0% | +67.2% | +85.7% |
| All | +90.2% | +16.3% | +73.9% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling