+221.8%
GWW vs ALM
+456.2%
-234.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | 0.0% | -7.2% | +7.1% | +0.1% |
| 30D | +14.0% | -26.4% | +40.3% | +14.7% |
| 3M | +14.4% | -38.6% | +53.0% | +15.4% |
| 6M | +21.7% | -61.0% | +82.7% | +23.9% |
| YTD | +48.4% | -7.4% | +55.8% | +47.0% |
| 1Y | +58.4% | +14.0% | +44.4% | +55.9% |
| 3Y | +92.3% | +844.4% | -752.2% | +73.6% |
| 5Y | +221.8% | +410.8% | -189.0% | +195.7% |
| All | +221.8% | +456.2% | -234.4% | +195.7% |
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