+159.7%
GILD vs GWW
+570.2%
-410.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | -4.8% | -3.4% | -1.5% | -4.2% |
| 30D | +5.8% | -1.9% | +7.7% | +6.2% |
| 3M | +14.9% | -2.4% | +17.3% | +15.3% |
| 6M | -0.4% | +15.7% | -16.1% | -3.7% |
| YTD | +18.5% | +27.6% | -9.1% | +12.3% |
| 1Y | +25.1% | +27.2% | -2.1% | +18.5% |
| 3Y | +105.9% | +89.7% | +16.2% | +77.2% |
| 5Y | +143.0% | +223.9% | -80.9% | +84.2% |
| All | +159.7% | +570.2% | -410.4% | +68.7% |
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