+6,042.7%
GWW vs TD
+7,806.2%
-1,763.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | +1.1% | -0.7% | +1.8% | +1.3% |
| 3M | -1.0% | +6.3% | -7.3% | -3.7% |
| 6M | +16.3% | +27.9% | -11.6% | +4.5% |
| YTD | +28.5% | +29.8% | -1.3% | +14.7% |
| 1Y | +30.3% | +63.7% | -33.4% | +5.3% |
| 3Y | +91.6% | +128.3% | -36.7% | +32.9% |
| 5Y | +224.0% | +125.5% | +98.4% | +123.9% |
| 10Y | +551.3% | +296.7% | +254.6% | +253.4% |
| All | +6,042.7% | +7,806.2% | -1,763.5% | +1,223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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