+561.2%
GWW vs TAP
-50.5%
+611.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.5% | -5.1% | +4.6% | +1.0% |
| 30D | -1.4% | -8.4% | +7.0% | +0.9% |
| 3M | -3.6% | -3.9% | +0.3% | -3.0% |
| 6M | +15.1% | -14.4% | +29.5% | +19.6% |
| YTD | +27.5% | -14.7% | +42.2% | +32.1% |
| 1Y | +29.6% | -18.7% | +48.3% | +35.8% |
| 3Y | +90.1% | -32.6% | +122.7% | +107.7% |
| 5Y | +222.6% | -1.4% | +224.0% | +206.7% |
| All | +561.2% | -50.5% | +611.6% | +503.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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