+37.4%
GILD vs GWW
+31.2%
+6.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +3.7% | +1.4% | +2.3% | +3.4% |
| 30D | +14.6% | +3.3% | +11.3% | +14.1% |
| 3M | +17.7% | +2.9% | +14.7% | +16.5% |
| 6M | +3.1% | +15.8% | -12.7% | -1.2% |
| YTD | +24.5% | +32.0% | -7.5% | +17.4% |
| 1Y | +37.4% | +29.9% | +7.5% | +29.6% |
| All | +37.4% | +31.2% | +6.2% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling