+669.9%
GWW vs IBB
+126.8%
+543.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +3.6% | -0.5% | +4.1% | +3.7% |
| 30D | +12.1% | +4.6% | +7.6% | +9.9% |
| 3M | +12.9% | +6.8% | +6.1% | +9.2% |
| 6M | +19.3% | +23.1% | -3.8% | +8.1% |
| YTD | +48.7% | +26.0% | +22.7% | +32.8% |
| 1Y | +60.5% | +30.4% | +30.1% | +41.2% |
| 3Y | +93.3% | +85.4% | +7.8% | +43.0% |
| 5Y | +219.0% | +39.7% | +179.2% | +164.9% |
| All | +669.9% | +126.8% | +543.1% | +395.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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