+557.4%
GWW vs IBB
+125.2%
+432.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | -3.1% | -5.2% | +2.1% | -1.0% |
| 30D | -2.3% | +1.5% | -3.8% | -3.2% |
| 3M | -3.3% | +22.1% | -25.5% | -11.7% |
| 6M | +15.4% | +17.7% | -2.4% | +6.7% |
| YTD | +26.7% | +20.2% | +6.6% | +15.9% |
| 1Y | +29.0% | +44.4% | -15.5% | +8.6% |
| 3Y | +89.0% | +61.1% | +27.9% | +49.5% |
| 5Y | +221.8% | +18.5% | +203.2% | +188.8% |
| All | +557.4% | +125.2% | +432.2% | +327.7% |
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