+3.0%
GAP vs TW
+301.3%
-298.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | -1.9% | +3.9% | -5.8% | -3.0% |
| 30D | -7.1% | +19.9% | -27.0% | -11.9% |
| 3M | +4.1% | +25.9% | -21.8% | -2.8% |
| 6M | +1.9% | +21.1% | -19.2% | -4.4% |
| YTD | -15.2% | +23.9% | -39.1% | -21.9% |
| 1Y | -10.6% | +21.2% | -31.9% | -17.1% |
| 3Y | +74.6% | +44.8% | +29.8% | +43.7% |
| 5Y | +3.7% | +41.4% | -37.7% | -16.7% |
| All | +3.0% | +301.3% | -298.4% | -44.1% |
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