+583.3%
GWW vs ALLE
+327.3%
+256.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +12.5% | +10.3% | +2.3% | +6.8% |
| 6M | +23.6% | +38.0% | -14.4% | +4.5% |
| YTD | +43.6% | +17.8% | +25.8% | +30.3% |
| 1Y | +52.5% | +13.6% | +38.9% | +40.8% |
| 3Y | +92.6% | +89.2% | +3.4% | +35.6% |
| 5Y | +219.0% | +51.1% | +168.0% | +146.6% |
| 10Y | +713.8% | +228.1% | +485.7% | +344.3% |
| All | +583.3% | +327.3% | +256.0% | +232.8% |
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