+91.0%
GWW vs TLN
+495.0%
-404.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.4% | -2.8% |
| 7D | -1.5% | +10.9% | -12.4% | -2.1% |
| 30D | +1.1% | -6.3% | +7.4% | +1.4% |
| 3M | -1.0% | -10.7% | +9.7% | -0.6% |
| 6M | +16.3% | +1.6% | +14.7% | +15.7% |
| YTD | +28.5% | -13.1% | +41.6% | +28.7% |
| 1Y | +30.3% | -15.1% | +45.3% | +30.3% |
| All | +91.0% | +495.0% | -404.0% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling