+125.1%
TLT vs GWW
+4,450.3%
-4,325.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.5% |
| 7D | -3.1% | +3.6% | -6.7% | -2.7% |
| 30D | +1.0% | +12.1% | -11.1% | +2.6% |
| 3M | -2.7% | +12.9% | -15.6% | -1.1% |
| 6M | -4.1% | +19.3% | -23.5% | -1.8% |
| YTD | -5.4% | +48.7% | -54.1% | +0.1% |
| 1Y | -7.0% | +60.5% | -67.5% | -0.7% |
| 3Y | +2.8% | +93.3% | -90.4% | +13.6% |
| 5Y | -35.4% | +219.0% | -254.3% | -22.3% |
| 10Y | -13.1% | +659.0% | -672.1% | +26.1% |
| All | +125.1% | +4,450.3% | -4,325.2% | +360.9% |
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