+215.0%
GWW vs IBB
+41.1%
+173.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.3% |
| 7D | +5.3% | +2.7% | +2.6% | +4.3% |
| 30D | +12.4% | +6.3% | +6.1% | +10.0% |
| 3M | +13.7% | +11.1% | +2.7% | +9.3% |
| 6M | +18.0% | +29.2% | -11.2% | +6.8% |
| YTD | +44.6% | +30.2% | +14.3% | +30.0% |
| 1Y | +53.1% | +39.5% | +13.6% | +33.9% |
| 3Y | +90.2% | +92.3% | -2.1% | +44.7% |
| 5Y | +215.0% | +43.0% | +172.0% | +148.1% |
| All | +215.0% | +41.1% | +173.9% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling