-20.8%
TLT vs GWW
+565.7%
-586.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -1.6% | -3.1% | +1.6% | -1.8% |
| 30D | -1.3% | -2.3% | +1.0% | -1.5% |
| 3M | -3.7% | -3.3% | -0.4% | -3.9% |
| 6M | -6.4% | +15.4% | -21.7% | -5.1% |
| YTD | -4.5% | +26.7% | -31.2% | -2.3% |
| 1Y | -5.9% | +29.0% | -34.8% | -3.5% |
| 3Y | -2.8% | +89.0% | -91.8% | +4.1% |
| 5Y | -35.1% | +221.8% | -256.8% | -24.8% |
| All | -20.8% | +565.7% | -586.5% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling