+222.5%
GWW vs FTV
+17.3%
+205.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +3.6% | +3.9% | -0.3% | +1.6% |
| 30D | +12.1% | +18.7% | -6.5% | +2.9% |
| 3M | +12.9% | +10.0% | +2.9% | +7.5% |
| 6M | +19.3% | +14.6% | +4.8% | +10.9% |
| YTD | +48.7% | +23.4% | +25.3% | +31.9% |
| 1Y | +60.5% | +31.3% | +29.2% | +37.8% |
| 3Y | +93.3% | +39.8% | +53.5% | +56.0% |
| All | +222.5% | +17.3% | +205.2% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling