+302.0%
TRV vs GWW
+570.2%
-268.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | +1.9% | -3.4% | +5.3% | +3.1% |
| 30D | +1.7% | -1.9% | +3.6% | +2.3% |
| 3M | +23.9% | -2.4% | +26.3% | +24.5% |
| 6M | +26.3% | +15.7% | +10.5% | +19.4% |
| YTD | +30.8% | +27.6% | +3.2% | +19.1% |
| 1Y | +36.3% | +27.2% | +9.1% | +24.0% |
| 3Y | +145.0% | +89.7% | +55.3% | +91.8% |
| 5Y | +163.9% | +223.9% | -60.0% | +66.2% |
| All | +302.0% | +570.2% | -268.1% | +106.3% |
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