+2,255.6%
GWW vs VIG
+623.5%
+1,632.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.4% |
| 7D | +1.4% | -0.4% | +1.8% | +1.8% |
| 30D | +3.3% | -1.0% | +4.2% | +4.3% |
| 3M | +2.9% | +2.8% | +0.2% | -0.1% |
| 6M | +15.8% | +8.2% | +7.6% | +6.4% |
| YTD | +32.0% | +11.0% | +21.0% | +18.2% |
| 1Y | +29.9% | +16.1% | +13.8% | +10.9% |
| 3Y | +91.1% | +56.2% | +34.9% | +19.5% |
| 5Y | +223.9% | +63.0% | +160.9% | +93.7% |
| 10Y | +567.0% | +241.4% | +325.6% | +86.5% |
| All | +2,255.6% | +623.5% | +1,632.0% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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