+92.6%
GWW vs ALLY
+54.4%
+38.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +6.0% | +0.9% | +5.1% | +5.8% |
| 30D | +14.0% | +3.1% | +10.9% | +13.3% |
| 3M | +12.5% | -12.6% | +25.1% | +15.9% |
| 6M | +23.6% | -12.4% | +36.1% | +27.0% |
| YTD | +43.6% | -13.2% | +56.8% | +47.3% |
| 1Y | +52.5% | +1.8% | +50.7% | +50.9% |
| 3Y | +92.6% | +58.0% | +34.6% | +88.9% |
| All | +92.6% | +54.4% | +38.2% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling