+343.6%
GWW vs SITM
+4,789.7%
-4,446.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.9% | +0.2% |
| 7D | -3.4% | +3.9% | -7.2% | -3.7% |
| 30D | -1.9% | -6.6% | +4.7% | -1.5% |
| 3M | -2.4% | -11.9% | +9.5% | -2.3% |
| 6M | +15.7% | +81.1% | -65.4% | +8.0% |
| YTD | +27.6% | +80.0% | -52.4% | +18.6% |
| 1Y | +27.2% | +145.8% | -118.6% | +14.2% |
| 3Y | +89.7% | +475.9% | -386.2% | +51.4% |
| 5Y | +223.9% | +189.2% | +34.7% | +159.9% |
| All | +343.6% | +4,789.7% | -4,446.1% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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