+48.2%
GWW vs BTSG
+389.4%
-341.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -3.4% | -3.3% | -0.1% | -3.0% |
| 30D | -1.9% | -1.6% | -0.3% | -1.8% |
| 3M | -2.4% | -6.9% | +4.5% | -2.3% |
| 6M | +15.7% | +42.1% | -26.4% | +9.3% |
| YTD | +27.6% | +56.8% | -29.2% | +18.9% |
| 1Y | +27.2% | +109.8% | -82.6% | +14.0% |
| All | +48.2% | +389.4% | -341.2% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling