+225.2%
GWW vs TAP
+0.4%
+224.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -1.8% |
| 7D | -1.5% | -2.3% | +0.8% | -1.0% |
| 30D | +1.1% | -9.4% | +10.5% | +3.2% |
| 3M | -1.0% | -0.8% | -0.2% | -1.2% |
| 6M | +16.3% | -14.7% | +31.1% | +20.1% |
| YTD | +28.5% | -13.9% | +42.5% | +31.9% |
| 1Y | +30.3% | -18.6% | +48.9% | +35.4% |
| 3Y | +91.6% | -32.0% | +123.6% | +106.1% |
| All | +225.2% | +0.4% | +224.8% | +207.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling