+669.9%
GWW vs ALLY
+174.3%
+495.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +3.6% | +0.4% | +3.2% | +3.4% |
| 30D | +12.1% | +5.2% | +6.9% | +10.5% |
| 3M | +12.9% | -13.3% | +26.2% | +17.4% |
| 6M | +19.3% | -6.7% | +26.0% | +21.2% |
| YTD | +48.7% | -12.8% | +61.6% | +53.3% |
| 1Y | +60.5% | +0.7% | +59.8% | +58.8% |
| 3Y | +93.3% | +65.2% | +28.1% | +60.9% |
| 5Y | +219.0% | -10.1% | +229.1% | +206.6% |
| All | +669.9% | +174.3% | +495.6% | +415.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling