+646.2%
GWW vs ALLY
+99.9%
+546.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.4% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +12.4% | +3.4% | +9.0% | +11.4% |
| 3M | +13.7% | -11.1% | +24.8% | +17.4% |
| 6M | +18.0% | -11.5% | +29.5% | +21.6% |
| YTD | +44.6% | -12.3% | +56.9% | +48.8% |
| 1Y | +53.1% | +1.1% | +52.0% | +51.4% |
| 3Y | +90.2% | +64.8% | +25.4% | +59.2% |
| 5Y | +215.0% | -6.9% | +221.9% | +199.0% |
| 10Y | +658.9% | +194.9% | +464.0% | +380.0% |
| All | +646.2% | +99.9% | +546.2% | +406.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling