+659.2%
GWW vs ALLY
+95.5%
+563.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.4% |
| 7D | +5.5% | -0.7% | +6.2% | +5.8% |
| 30D | +14.4% | +1.1% | +13.3% | +14.0% |
| 3M | +13.7% | -13.2% | +26.9% | +18.1% |
| 6M | +20.1% | -13.5% | +33.5% | +24.5% |
| YTD | +47.1% | -14.3% | +61.4% | +52.3% |
| 1Y | +56.2% | -1.1% | +57.4% | +55.4% |
| 3Y | +90.5% | +62.0% | +28.5% | +60.2% |
| 5Y | +221.2% | -9.6% | +230.9% | +207.5% |
| 10Y | +648.4% | +176.0% | +472.5% | +381.3% |
| All | +659.2% | +95.5% | +563.7% | +418.8% |
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