+1.4%
GAP vs TW
+209.8%
-208.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.0% |
| 7D | -6.3% | -2.7% | -3.6% | -5.6% |
| 30D | -0.2% | -1.7% | +1.5% | +0.3% |
| 3M | 0.0% | +1.6% | -1.6% | -0.9% |
| 6M | -8.1% | -17.7% | +9.6% | -3.6% |
| YTD | -16.5% | -4.3% | -12.1% | -17.0% |
| 1Y | -10.5% | -13.1% | +2.7% | -8.3% |
| 3Y | +104.0% | +20.3% | +83.7% | +75.5% |
| 5Y | +6.8% | +22.0% | -15.2% | -11.0% |
| All | +1.4% | +209.8% | -208.4% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling