-100.0%
GWAV vs VOO
+325.3%
-425.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.6% | -16.1% |
| 7D | -26.9% | -0.8% | -26.2% | -26.7% |
| 30D | -9.1% | -1.1% | -8.0% | -8.8% |
| 3M | +8.6% | +3.9% | +4.7% | +6.3% |
| 6M | +0.3% | +13.6% | -13.4% | -5.9% |
| YTD | -27.5% | +12.7% | -40.2% | -31.6% |
| 1Y | -44.9% | +17.6% | -62.5% | -49.0% |
| 3Y | -100.0% | +77.3% | -177.3% | -100.0% |
| 5Y | -100.0% | +84.1% | -184.1% | -100.0% |
| All | -100.0% | +325.3% | -425.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling