+15,961.7%
GWW vs GAP
+2,131.7%
+13,830.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | +3.6% | -1.9% | +5.5% | +3.9% |
| 30D | +12.1% | -7.1% | +19.2% | +13.6% |
| 3M | +12.9% | +4.1% | +8.8% | +11.5% |
| 6M | +19.3% | +1.9% | +17.4% | +17.6% |
| YTD | +48.7% | -15.2% | +63.9% | +50.9% |
| 1Y | +60.5% | -10.6% | +71.1% | +61.0% |
| 3Y | +93.3% | +74.6% | +18.7% | +59.5% |
| 5Y | +219.0% | +3.7% | +215.3% | +176.2% |
| 10Y | +659.0% | +2.4% | +656.6% | +479.5% |
| All | +15,961.7% | +2,131.7% | +13,830.1% | +5,915.5% |
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 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