+124.8%
VGT vs GWW
+89.6%
+35.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -0.2% | -3.4% | +3.2% | +1.0% |
| 30D | -0.4% | -1.9% | +1.5% | +0.2% |
| 3M | +4.4% | -2.4% | +6.8% | +4.8% |
| 6M | +32.1% | +15.7% | +16.3% | +23.7% |
| YTD | +28.8% | +27.6% | +1.2% | +15.3% |
| 1Y | +35.3% | +27.2% | +8.2% | +21.2% |
| 3Y | +124.8% | +89.7% | +35.1% | +66.6% |
| All | +124.8% | +89.6% | +35.1% | +66.6% |
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