+212.6%
GWW vs GTLB
-49.8%
+262.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -3.1% | -4.1% | +0.9% | -2.9% |
| 30D | -2.3% | +12.3% | -14.7% | -3.2% |
| 3M | -3.3% | +65.9% | -69.2% | -6.8% |
| 6M | +15.4% | +104.0% | -88.6% | +9.1% |
| YTD | +26.7% | +26.0% | +0.7% | +23.8% |
| 1Y | +29.0% | -3.5% | +32.5% | +28.3% |
| 3Y | +89.0% | -9.6% | +98.6% | +84.9% |
| All | +212.6% | -49.8% | +262.4% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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