+561.8%
GWW vs GAP
+31.2%
+530.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.2% |
| 7D | -3.4% | -4.1% | +0.7% | -2.7% |
| 30D | -1.9% | +6.2% | -8.1% | -3.2% |
| 3M | -2.4% | -0.7% | -1.7% | -2.7% |
| 6M | +15.7% | -7.1% | +22.8% | +16.1% |
| YTD | +27.6% | -14.1% | +41.7% | +29.3% |
| 1Y | +27.2% | -8.5% | +35.7% | +27.0% |
| 3Y | +89.7% | +115.4% | -25.7% | +50.6% |
| 5Y | +223.9% | +9.8% | +214.1% | +179.5% |
| All | +561.8% | +31.2% | +530.5% | +377.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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