+2,024.1%
LLY vs GWW
+663.6%
+1,360.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +1.6% | +5.5% | -3.9% | +0.3% |
| 30D | +21.5% | +14.4% | +7.1% | +17.7% |
| 3M | +16.4% | +13.7% | +2.7% | +12.9% |
| 6M | +51.5% | +20.1% | +31.4% | +44.8% |
| YTD | +33.9% | +47.1% | -13.2% | +21.6% |
| 1Y | +49.1% | +56.2% | -7.1% | +33.4% |
| 3Y | +144.6% | +90.5% | +54.1% | +107.0% |
| 5Y | +466.3% | +221.2% | +245.1% | +314.9% |
| 10Y | +2,024.1% | +648.4% | +1,375.7% | +1,169.4% |
| All | +2,024.1% | +663.6% | +1,360.6% | +1,169.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling