+648.4%
GWW vs IBB
+130.8%
+517.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.2% |
| 7D | +5.5% | +0.8% | +4.7% | +5.2% |
| 30D | +14.4% | +5.2% | +9.2% | +11.9% |
| 3M | +13.7% | +8.6% | +5.1% | +9.3% |
| 6M | +20.1% | +27.8% | -7.8% | +7.1% |
| YTD | +47.1% | +28.8% | +18.3% | +30.3% |
| 1Y | +56.2% | +36.4% | +19.8% | +34.8% |
| 3Y | +90.5% | +89.3% | +1.2% | +39.9% |
| 5Y | +221.2% | +43.3% | +178.0% | +164.2% |
| 10Y | +648.4% | +130.6% | +517.8% | +377.6% |
| All | +648.4% | +130.8% | +517.6% | +377.6% |
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