+658.9%
GWW vs VT
+223.7%
+435.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -1.6% |
| 7D | +5.3% | +0.4% | +4.9% | +4.9% |
| 30D | +12.4% | -2.6% | +15.0% | +15.0% |
| 3M | +13.7% | -3.2% | +17.0% | +16.9% |
| 6M | +18.0% | +0.9% | +17.1% | +16.3% |
| YTD | +44.6% | +11.3% | +33.3% | +30.0% |
| 1Y | +53.1% | +14.0% | +39.1% | +34.7% |
| 3Y | +90.2% | +75.8% | +14.4% | +11.4% |
| 5Y | +215.0% | +57.8% | +157.2% | +103.1% |
| 10Y | +658.9% | +219.8% | +439.1% | +161.1% |
| All | +658.9% | +223.7% | +435.2% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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