+557.4%
GWW vs ALM
+2,776.7%
-2,219.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | -0.4% |
| 7D | -3.1% | -7.1% | +4.0% | -3.1% |
| 30D | -2.3% | +24.7% | -27.0% | -2.7% |
| 3M | -3.3% | +8.3% | -11.6% | -3.6% |
| 6M | +15.4% | -22.2% | +37.5% | +15.4% |
| YTD | +26.7% | +88.1% | -61.3% | +25.1% |
| 1Y | +29.0% | +272.4% | -243.4% | +26.1% |
| 3Y | +89.0% | +2,004.1% | -1,915.2% | +79.5% |
| 5Y | +221.8% | +915.8% | -694.0% | +207.0% |
| All | +557.4% | +2,776.7% | -2,219.4% | +522.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling