+561.8%
GWW vs TDY
+479.2%
+82.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.1% |
| 7D | -3.4% | -1.1% | -2.2% | -2.9% |
| 30D | -1.9% | -12.0% | +10.1% | +4.0% |
| 3M | -2.4% | -3.2% | +0.8% | -1.3% |
| 6M | +15.7% | -7.9% | +23.6% | +19.3% |
| YTD | +27.6% | +18.2% | +9.4% | +16.8% |
| 1Y | +27.2% | +6.7% | +20.5% | +21.9% |
| 3Y | +89.7% | +47.5% | +42.1% | +53.8% |
| 5Y | +223.9% | +39.5% | +184.4% | +166.0% |
| All | +561.8% | +479.2% | +82.5% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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