+13,668.0%
GWW vs GAP
+2,145.7%
+11,522.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +0.1% |
| 7D | -0.5% | -3.2% | +2.7% | +0.1% |
| 30D | -1.4% | -0.7% | -0.7% | -1.6% |
| 3M | -3.6% | -0.5% | -3.2% | -4.0% |
| 6M | +15.1% | -5.0% | +20.1% | +15.0% |
| YTD | +27.5% | -14.7% | +42.1% | +29.5% |
| 1Y | +29.6% | -8.6% | +38.2% | +29.4% |
| 3Y | +90.1% | +108.4% | -18.3% | +51.1% |
| 5Y | +222.6% | +5.8% | +216.8% | +177.9% |
| 10Y | +566.5% | +29.6% | +536.9% | +385.1% |
| All | +13,668.0% | +2,145.7% | +11,522.3% | +5,061.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling