+137.9%
VGT vs GWW
+222.0%
-84.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | -0.2% | -3.4% | +3.2% | +1.3% |
| 30D | -0.4% | -1.9% | +1.5% | +0.3% |
| 3M | +4.4% | -2.4% | +6.8% | +5.0% |
| 6M | +32.1% | +15.7% | +16.3% | +22.6% |
| YTD | +28.8% | +27.6% | +1.2% | +13.6% |
| 1Y | +35.3% | +27.2% | +8.2% | +19.3% |
| 3Y | +124.8% | +89.7% | +35.1% | +59.4% |
| All | +137.9% | +222.0% | -84.1% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling