+147.4%
GILD vs SW
+48.8%
+98.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +2.0% | +2.2% | -0.1% | +1.8% |
| 30D | +13.0% | +7.4% | +5.6% | +12.1% |
| 3M | +29.1% | -5.9% | +35.1% | +29.9% |
| 6M | +31.7% | +9.0% | +22.7% | +30.1% |
| YTD | +41.7% | +18.1% | +23.6% | +38.8% |
| 1Y | +48.2% | +28.7% | +19.5% | +44.0% |
| 3Y | +147.4% | +48.8% | +98.6% | +145.1% |
| All | +147.4% | +48.8% | +98.6% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling