+15,961.7%
GWW vs TAP
+832.8%
+15,129.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.5% |
| 7D | +3.6% | +1.3% | +2.3% | +3.3% |
| 30D | +12.1% | +5.7% | +6.4% | +10.8% |
| 3M | +12.9% | -1.9% | +14.8% | +13.0% |
| 6M | +19.3% | +0.9% | +18.4% | +18.6% |
| YTD | +48.7% | -9.5% | +58.2% | +50.4% |
| 1Y | +60.5% | -9.0% | +69.5% | +62.0% |
| 3Y | +93.3% | -22.2% | +115.5% | +99.2% |
| 5Y | +219.0% | +1.2% | +217.7% | +210.8% |
| 10Y | +659.0% | -46.1% | +705.1% | +694.2% |
| All | +15,961.7% | +832.8% | +15,129.0% | +11,455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling