+8,433.2%
TPR vs GWW
+8,377.9%
+55.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.3% |
| 7D | +6.4% | 0.0% | +6.4% | +6.2% |
| 30D | +13.8% | +14.0% | -0.2% | +4.2% |
| 3M | -16.6% | +14.4% | -31.0% | -24.1% |
| 6M | +0.7% | +21.7% | -21.0% | -12.7% |
| YTD | +5.3% | +48.4% | -43.1% | -21.1% |
| 1Y | +32.4% | +58.4% | -26.0% | -5.2% |
| 3Y | +406.4% | +92.3% | +314.1% | +210.1% |
| 5Y | +227.9% | +221.8% | +6.1% | +36.0% |
| 10Y | +371.7% | +657.6% | -285.8% | +2.1% |
| All | +8,433.2% | +8,377.9% | +55.3% | +302.0% |
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