+126.3%
GWW vs TLN
+710.8%
-584.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | +3.6% | +11.0% | -7.5% | +3.1% |
| 30D | +12.1% | +4.9% | +7.2% | +11.8% |
| 3M | +12.9% | +4.9% | +8.0% | +12.4% |
| 6M | +19.3% | +7.1% | +12.2% | +18.5% |
| YTD | +48.7% | +0.3% | +48.4% | +47.6% |
| 1Y | +60.5% | +5.9% | +54.6% | +58.5% |
| 3Y | +93.3% | +578.5% | -485.2% | +52.3% |
| All | +126.3% | +710.8% | -584.5% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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