+217.7%
GWW vs ALLE
+49.9%
+167.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +6.0% | -0.6% | +6.6% | +6.3% |
| 30D | +14.0% | +25.3% | -11.3% | +2.7% |
| 3M | +12.5% | +10.3% | +2.3% | +7.3% |
| 6M | +23.6% | +38.0% | -14.4% | +5.2% |
| YTD | +43.6% | +17.8% | +25.8% | +31.1% |
| 1Y | +52.5% | +13.6% | +38.9% | +41.7% |
| 3Y | +92.6% | +89.2% | +3.4% | +34.7% |
| All | +217.7% | +49.9% | +167.8% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 5y: compounded portfolio wealth divided by compounded ALLE 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…
5y analysis · Full analysis span regression · 6 months rolling