+670.4%
GWW vs FTV
+127.6%
+542.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +3.6% | +3.9% | -0.3% | +1.5% |
| 30D | +12.1% | +18.7% | -6.5% | +2.3% |
| 3M | +12.9% | +10.0% | +2.9% | +7.1% |
| 6M | +19.3% | +14.6% | +4.8% | +10.3% |
| YTD | +48.7% | +23.4% | +25.3% | +31.0% |
| 1Y | +60.5% | +31.3% | +29.2% | +36.7% |
| 3Y | +93.3% | +39.8% | +53.5% | +55.4% |
| 5Y | +219.0% | +17.7% | +201.3% | +177.7% |
| 10Y | +659.0% | +110.2% | +548.7% | +373.1% |
| All | +670.4% | +127.6% | +542.8% | +364.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling