+161.7%
GILD vs SW
+128.2%
+33.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.2% | -6.7% | +2.5% | -3.9% |
| 30D | +6.7% | -14.2% | +20.8% | +7.4% |
| 3M | +20.0% | +9.4% | +10.6% | +19.4% |
| 6M | -1.3% | +0.8% | -2.1% | -1.5% |
| YTD | +19.4% | +12.4% | +7.0% | +18.6% |
| 1Y | +28.9% | -4.0% | +32.9% | +28.7% |
| 3Y | +110.3% | +22.8% | +87.5% | +107.6% |
| 5Y | +144.8% | -10.0% | +154.9% | +142.9% |
| All | +161.7% | +128.2% | +33.5% | +148.5% |
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