+828.8%
GILD vs SW
+721.4%
+107.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -2.7% | -2.6% | -0.2% | -2.6% |
| 30D | +12.8% | +7.2% | +5.6% | +12.6% |
| 3M | +25.7% | -10.5% | +36.2% | +26.1% |
| 6M | +28.7% | +9.9% | +18.8% | +28.2% |
| YTD | +40.8% | +17.2% | +23.5% | +39.9% |
| 1Y | +41.9% | +26.5% | +15.4% | +40.7% |
| 3Y | +145.7% | +47.7% | +98.1% | +142.4% |
| 5Y | +200.8% | +0.2% | +200.6% | +197.5% |
| 10Y | +216.4% | +182.3% | +34.0% | +203.0% |
| All | +828.8% | +721.4% | +107.4% | +759.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling