+12,759.1%
TDG vs GWW
+2,306.3%
+10,452.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -2.4% | -0.5% | -2.0% | -2.2% |
| 30D | -8.0% | -1.4% | -6.6% | -7.4% |
| 3M | -10.5% | -3.6% | -6.8% | -9.0% |
| 6M | -11.9% | +15.1% | -27.0% | -18.0% |
| YTD | -15.4% | +27.5% | -42.8% | -25.7% |
| 1Y | -14.2% | +29.6% | -43.8% | -25.5% |
| 3Y | +51.0% | +90.1% | -39.0% | +7.0% |
| 5Y | +126.5% | +222.6% | -96.2% | +20.7% |
| 10Y | +535.6% | +566.5% | -31.0% | +121.7% |
| All | +12,759.1% | +2,306.3% | +10,452.8% | +1,831.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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