+566.5%
GWW vs ALLY
+178.1%
+388.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -0.5% | -1.9% | +1.5% | +0.1% |
| 30D | -1.4% | -4.5% | +3.0% | -0.2% |
| 3M | -3.6% | -2.8% | -0.8% | -3.1% |
| 6M | +15.1% | +10.3% | +4.8% | +11.4% |
| YTD | +27.5% | -5.7% | +33.2% | +28.7% |
| 1Y | +29.6% | +3.9% | +25.7% | +26.9% |
| 3Y | +90.1% | +64.7% | +25.4% | +58.1% |
| 5Y | +222.6% | -2.6% | +225.2% | +202.3% |
| 10Y | +566.5% | +186.0% | +380.5% | +317.3% |
| All | +566.5% | +178.1% | +388.4% | +317.3% |
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