+137.3%
ETSY vs GWW
+512.3%
-375.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -12.9% | -0.5% | -12.4% | -12.7% |
| 30D | -11.5% | -1.4% | -10.0% | -10.9% |
| 3M | +3.5% | -3.6% | +7.2% | +4.7% |
| 6M | +27.6% | +15.1% | +12.5% | +18.4% |
| YTD | +28.4% | +27.5% | +0.9% | +13.0% |
| 1Y | +27.1% | +29.6% | -2.5% | +10.8% |
| 3Y | +6.0% | +90.1% | -84.0% | -24.2% |
| 5Y | -67.1% | +222.6% | -289.7% | -81.4% |
| 10Y | +421.9% | +566.5% | -144.6% | +125.1% |
| All | +137.3% | +512.3% | -375.0% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling