+49.3%
GWW vs BTSG
+421.3%
-372.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -3.0% |
| 7D | -1.5% | +5.7% | -7.3% | -2.2% |
| 30D | +1.1% | +0.2% | +0.9% | +1.0% |
| 3M | -1.0% | +5.6% | -6.6% | -2.4% |
| 6M | +16.3% | +50.8% | -34.5% | +9.1% |
| YTD | +28.5% | +67.0% | -38.5% | +18.9% |
| 1Y | +30.3% | +145.5% | -115.3% | +14.6% |
| All | +49.3% | +421.3% | -372.0% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling