+27.2%
GWW vs BTSG
+113.2%
-86.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -3.4% | -3.3% | -0.1% | -3.1% |
| 30D | -1.9% | -1.6% | -0.3% | -1.8% |
| 3M | -2.4% | -6.9% | +4.5% | -2.8% |
| 6M | +15.7% | +42.1% | -26.4% | +7.7% |
| YTD | +27.6% | +56.8% | -29.2% | +17.0% |
| 1Y | +27.2% | +109.8% | -82.6% | +12.2% |
| All | +27.2% | +113.2% | -86.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling