-100.0%
GWAV vs VOO
+343.0%
-443.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.4% |
| 7D | -10.7% | -2.0% | -8.7% | -9.9% |
| 30D | +6.4% | -1.7% | +8.0% | +7.0% |
| 3M | +31.2% | +4.7% | +26.4% | +28.2% |
| 6M | +14.5% | +12.6% | +1.9% | +8.4% |
| YTD | -13.9% | +11.8% | -25.7% | -18.2% |
| 1Y | -28.6% | +17.5% | -46.1% | -33.5% |
| 3Y | -100.0% | +77.0% | -177.0% | -100.0% |
| 5Y | -100.0% | +82.6% | -182.6% | -100.0% |
| 10Y | -100.0% | +320.0% | -420.0% | -100.0% |
| All | -100.0% | +343.0% | -443.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded VOO 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling