+561.8%
GWW vs FTV
+80.7%
+481.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | -3.4% | -4.0% | +0.6% | -1.3% |
| 30D | -1.9% | -11.0% | +9.1% | +4.3% |
| 3M | -2.4% | -8.4% | +6.0% | +1.9% |
| 6M | +15.7% | -2.6% | +18.3% | +16.5% |
| YTD | +27.6% | -0.6% | +28.2% | +26.3% |
| 1Y | +27.2% | +11.0% | +16.2% | +18.3% |
| 3Y | +89.7% | -6.3% | +96.0% | +89.7% |
| 5Y | +223.9% | -1.5% | +225.5% | +210.0% |
| All | +561.8% | +80.7% | +481.0% | +363.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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