+676.8%
GWW vs TAP
-47.7%
+724.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.7% | -6.3% | +10.0% | +5.6% |
| 30D | +13.6% | +2.7% | +10.9% | +12.5% |
| 3M | +15.4% | -3.7% | +19.1% | +16.2% |
| 6M | +21.8% | -2.0% | +23.8% | +21.6% |
| YTD | +50.0% | -12.3% | +62.4% | +54.0% |
| 1Y | +60.2% | -10.1% | +70.3% | +63.0% |
| 3Y | +94.4% | -25.3% | +119.6% | +105.8% |
| 5Y | +221.8% | -1.9% | +223.8% | +206.2% |
| All | +676.8% | -47.7% | +724.4% | +612.6% |
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