+57.1%
GWW vs ALM
+44.8%
+12.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.4% | +6.5% |
| 7D | +11.1% | -6.4% | +17.5% | +11.2% |
| 30D | +15.7% | -35.0% | +50.7% | +16.4% |
| 3M | +14.8% | -33.8% | +48.6% | +15.1% |
| 6M | +30.9% | -55.0% | +85.9% | +32.4% |
| YTD | +48.5% | -0.2% | +48.7% | +46.3% |
| 1Y | +57.1% | +41.8% | +15.3% | +56.5% |
| All | +57.1% | +44.8% | +12.3% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling