+91.6%
GWW vs ALM
+2,327.9%
-2,236.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.8% | -11.5% | -2.8% |
| 7D | -1.5% | +8.4% | -10.0% | -1.6% |
| 30D | +1.1% | +34.8% | -33.7% | +0.6% |
| 3M | -1.0% | +16.2% | -17.2% | -1.3% |
| 6M | +16.3% | +2.1% | +14.2% | +15.8% |
| YTD | +28.5% | +117.0% | -88.5% | +26.5% |
| 1Y | +30.3% | +313.9% | -283.6% | +27.5% |
| 3Y | +91.6% | +2,327.9% | -2,236.3% | +86.5% |
| All | +91.6% | +2,327.9% | -2,236.3% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling