+94.2%
GWW vs TLN
+574.4%
-480.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -3.4% | -1.3% | -2.0% | -3.3% |
| 30D | -1.9% | -14.3% | +12.4% | -1.2% |
| 3M | -2.4% | -9.3% | +6.9% | -2.0% |
| 6M | +15.7% | -1.1% | +16.8% | +15.3% |
| YTD | +27.6% | -16.6% | +44.2% | +28.0% |
| 1Y | +27.2% | -22.0% | +49.2% | +27.9% |
| 3Y | +89.7% | +470.2% | -380.5% | +50.9% |
| All | +94.2% | +574.4% | -480.2% | +51.9% |
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