-65.8%
ETSY vs GWW
+222.0%
-287.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.3% |
| 7D | -4.9% | -3.4% | -1.5% | -3.1% |
| 30D | -8.6% | -1.9% | -6.7% | -7.8% |
| 3M | +4.8% | -2.4% | +7.2% | +5.3% |
| 6M | +38.1% | +15.7% | +22.4% | +25.2% |
| YTD | +31.2% | +27.6% | +3.6% | +11.3% |
| 1Y | +22.1% | +27.2% | -5.1% | +3.4% |
| 3Y | +12.2% | +89.7% | -77.4% | -31.4% |
| All | -65.8% | +222.0% | -287.8% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling