+2,235.4%
VGT vs GWW
+3,895.3%
-1,659.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.8% |
| 7D | -1.0% | -3.1% | +2.1% | +0.4% |
| 30D | -0.4% | -2.3% | +1.9% | +0.5% |
| 3M | +6.6% | -3.3% | +9.9% | +7.7% |
| 6M | +31.0% | +15.4% | +15.7% | +21.7% |
| YTD | +27.2% | +26.7% | +0.5% | +12.6% |
| 1Y | +34.5% | +29.0% | +5.5% | +17.6% |
| 3Y | +123.1% | +89.0% | +34.2% | +61.0% |
| 5Y | +135.1% | +221.8% | -86.7% | +30.1% |
| 10Y | +803.4% | +562.7% | +240.7% | +227.2% |
| All | +2,235.4% | +3,895.3% | -1,659.9% | +219.0% |
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