+222.6%
GWW vs ALM
+958.0%
-735.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.7% |
| 7D | -0.5% | +3.6% | -4.1% | -0.6% |
| 30D | -1.4% | +33.8% | -35.2% | -2.2% |
| 3M | -3.6% | +14.8% | -18.4% | -4.2% |
| 6M | +15.1% | -7.0% | +22.1% | +14.6% |
| YTD | +27.5% | +108.1% | -80.6% | +24.0% |
| 1Y | +29.6% | +313.8% | -284.2% | +23.8% |
| 3Y | +90.1% | +2,227.6% | -2,137.6% | +67.1% |
| 5Y | +222.6% | +956.6% | -734.0% | +188.8% |
| All | +222.6% | +958.0% | -735.4% | +188.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling