+251.0%
GWW vs ALHC
-28.9%
+279.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | +3.3% | -1.0% | +4.3% | +3.3% |
| 3M | +2.9% | -10.2% | +13.1% | +2.9% |
| 6M | +15.8% | -28.3% | +44.1% | +16.6% |
| YTD | +32.0% | -31.4% | +63.5% | +33.1% |
| 1Y | +29.9% | -16.9% | +46.8% | +29.7% |
| 3Y | +91.1% | +135.5% | -44.4% | +78.4% |
| 5Y | +223.9% | -33.6% | +257.6% | +209.2% |
| All | +251.0% | -28.9% | +279.9% | +229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling