+129.5%
TLT vs GWW
+4,441.8%
-4,312.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | +0.2% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +4.1% | +14.0% | -9.8% | +5.9% |
| 3M | -0.4% | +14.4% | -14.7% | +1.5% |
| 6M | -3.2% | +21.7% | -24.8% | -0.5% |
| YTD | -3.5% | +48.4% | -52.0% | +2.0% |
| 1Y | -5.8% | +58.4% | -64.2% | +0.4% |
| 3Y | +4.6% | +92.3% | -87.7% | +15.4% |
| 5Y | -34.4% | +221.8% | -256.2% | -21.0% |
| 10Y | -11.4% | +657.6% | -669.0% | +28.5% |
| All | +129.5% | +4,441.8% | -4,312.4% | +369.7% |
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