+95.6%
LLY vs GWW
+91.5%
+4.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.7% |
| 7D | -3.1% | -1.5% | -1.6% | -2.8% |
| 30D | -5.1% | +1.1% | -6.2% | -5.3% |
| 3M | -2.1% | -1.0% | -1.1% | -2.1% |
| 6M | +13.8% | +16.3% | -2.5% | +9.7% |
| YTD | +5.1% | +28.5% | -23.4% | -1.1% |
| 1Y | +53.1% | +30.3% | +22.9% | +43.5% |
| 3Y | +95.6% | +91.6% | +4.0% | +65.4% |
| All | +95.6% | +91.5% | +4.2% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling