+113.0%
GILD vs SW
+32.3%
+80.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.5% |
| 7D | -2.2% | -2.6% | +0.4% | -1.9% |
| 30D | +10.1% | -7.5% | +17.6% | +11.0% |
| 3M | +15.2% | +10.3% | +4.9% | +13.8% |
| 6M | +3.1% | +5.4% | -2.3% | +2.1% |
| YTD | +20.9% | +17.9% | +3.1% | +18.4% |
| 1Y | +29.8% | -2.4% | +32.2% | +28.9% |
| 3Y | +113.0% | +28.7% | +84.2% | +106.9% |
| All | +113.0% | +32.3% | +80.6% | +106.9% |
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 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