+648.4%
GWW vs VT
+217.6%
+430.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.2% |
| 7D | +5.5% | -0.1% | +5.7% | +5.6% |
| 30D | +14.4% | -3.1% | +17.5% | +17.5% |
| 3M | +13.7% | -3.5% | +17.2% | +17.1% |
| 6M | +20.1% | +0.5% | +19.6% | +18.8% |
| YTD | +47.1% | +10.8% | +36.3% | +32.8% |
| 1Y | +56.2% | +11.9% | +44.3% | +39.8% |
| 3Y | +90.5% | +73.0% | +17.5% | +13.2% |
| 5Y | +221.2% | +58.6% | +162.6% | +106.0% |
| 10Y | +648.4% | +219.2% | +429.2% | +153.2% |
| All | +648.4% | +217.6% | +430.8% | +153.2% |
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