+211.9%
GILD vs SW
+177.1%
+34.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +0.7% | -2.9% | +3.6% | +0.9% |
| 30D | +9.5% | +5.0% | +4.4% | +9.2% |
| 3M | +22.4% | -13.7% | +36.0% | +23.2% |
| 6M | +27.9% | +8.0% | +19.9% | +27.3% |
| YTD | +39.4% | +14.0% | +25.4% | +38.4% |
| 1Y | +37.6% | +25.6% | +11.9% | +36.0% |
| 3Y | +146.6% | +40.1% | +106.4% | +142.7% |
| 5Y | +197.6% | -2.6% | +200.2% | +194.3% |
| All | +211.9% | +177.1% | +34.9% | +205.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling