+528.1%
GWW vs ALLE
+260.9%
+267.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +3.3% | -6.8% | +10.1% | +6.7% |
| 3M | +2.9% | +21.0% | -18.1% | -6.9% |
| 6M | +15.8% | +1.1% | +14.7% | +13.9% |
| YTD | +32.0% | -0.5% | +32.6% | +30.4% |
| 1Y | +29.9% | -7.3% | +37.2% | +32.7% |
| 3Y | +91.1% | +42.3% | +48.8% | +55.2% |
| 5Y | +223.9% | +13.5% | +210.5% | +188.3% |
| 10Y | +567.0% | +144.0% | +423.0% | +315.0% |
| All | +528.1% | +260.9% | +267.3% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling