+37.4%
GILD vs SW
+1.0%
+36.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +3.6% | -5.1% | +8.7% | +4.5% |
| 30D | +14.6% | -4.6% | +19.2% | +15.4% |
| 3M | +17.7% | +9.4% | +8.3% | +15.5% |
| 6M | +3.1% | +3.5% | -0.4% | +1.9% |
| YTD | +24.5% | +22.0% | +2.5% | +20.4% |
| 1Y | +37.4% | +2.2% | +35.2% | +40.9% |
| All | +37.4% | +1.0% | +36.4% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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