+221.2%
GWW vs TAP
+2.6%
+218.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +5.5% | -4.5% | +10.1% | +6.6% |
| 30D | +14.4% | +7.5% | +6.9% | +12.5% |
| 3M | +13.7% | -4.9% | +18.6% | +14.7% |
| 6M | +20.1% | -3.5% | +23.6% | +20.4% |
| YTD | +47.1% | -11.4% | +58.5% | +49.8% |
| 1Y | +56.2% | -10.8% | +67.0% | +58.7% |
| 3Y | +90.5% | -24.5% | +115.0% | +99.4% |
| 5Y | +221.2% | +2.5% | +218.8% | +199.8% |
| All | +221.2% | +2.6% | +218.6% | +199.8% |
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