+1,580.3%
LLY vs GWW
+553.5%
+1,026.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -8.6% | -1.4% | -7.2% | -8.4% |
| 3M | -1.6% | -3.6% | +2.0% | -1.0% |
| 6M | +11.8% | +15.1% | -3.3% | +7.8% |
| YTD | +5.1% | +27.5% | -22.4% | -1.3% |
| 1Y | +50.7% | +29.6% | +21.1% | +40.8% |
| 3Y | +95.7% | +90.1% | +5.6% | +65.3% |
| 5Y | +390.2% | +222.6% | +167.6% | +257.4% |
| 10Y | +1,580.3% | +566.5% | +1,013.8% | +921.3% |
| All | +1,580.3% | +553.5% | +1,026.8% | +921.3% |
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