+57.3%
LLY vs GWW
+55.5%
+1.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.9% | -0.2% |
| 7D | +10.1% | +11.1% | -1.0% | +8.6% |
| 30D | +24.0% | +15.7% | +8.3% | +21.9% |
| 3M | +27.3% | +14.8% | +12.5% | +25.1% |
| 6M | +47.0% | +30.9% | +16.0% | +40.5% |
| YTD | +32.6% | +48.5% | -15.9% | +26.8% |
| 1Y | +57.3% | +57.1% | +0.2% | +49.9% |
| All | +57.3% | +55.5% | +1.9% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling