+2,257.3%
GWW vs VT
+346.0%
+1,911.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.9% |
| 7D | +6.0% | -2.3% | +8.3% | +8.0% |
| 30D | +14.0% | -5.0% | +19.0% | +18.7% |
| 3M | +12.5% | -4.9% | +17.4% | +17.0% |
| 6M | +23.6% | -1.5% | +25.2% | +24.5% |
| YTD | +43.6% | +8.5% | +35.1% | +33.5% |
| 1Y | +52.5% | +11.4% | +41.1% | +38.7% |
| 3Y | +92.6% | +70.1% | +22.5% | +23.8% |
| 5Y | +219.0% | +53.7% | +165.3% | +121.2% |
| 10Y | +713.8% | +220.0% | +493.8% | +218.5% |
| All | +2,257.3% | +346.0% | +1,911.3% | +649.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling