-0.9%
TLT vs GWW
+89.5%
-90.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | 0.0% | -1.4% | +1.4% | 0.0% |
| 3M | -2.9% | -3.6% | +0.8% | -2.8% |
| 6M | -6.3% | +15.1% | -21.4% | -6.7% |
| YTD | -3.3% | +27.5% | -30.8% | -4.2% |
| 1Y | -4.2% | +29.6% | -33.8% | -5.1% |
| All | -0.9% | +89.5% | -90.4% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling