+12.2%
ETSY vs GWW
+89.6%
-77.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.4% |
| 7D | -4.9% | -3.4% | -1.5% | -3.8% |
| 30D | -8.6% | -1.9% | -6.7% | -8.1% |
| 3M | +4.8% | -2.4% | +7.2% | +5.1% |
| 6M | +38.1% | +15.7% | +22.4% | +29.5% |
| YTD | +31.2% | +27.6% | +3.6% | +17.3% |
| 1Y | +22.1% | +27.2% | -5.1% | +9.1% |
| 3Y | +12.2% | +89.7% | -77.4% | -22.4% |
| All | +12.2% | +89.6% | -77.4% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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