+463.9%
LLY vs GWW
+220.1%
+243.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.1% |
| 7D | +0.1% | +5.3% | -5.2% | -1.0% |
| 30D | +19.7% | +12.4% | +7.3% | +16.8% |
| 3M | +19.3% | +13.7% | +5.5% | +15.9% |
| 6M | +49.3% | +18.0% | +31.3% | +43.7% |
| YTD | +32.0% | +44.6% | -12.5% | +21.0% |
| 1Y | +53.7% | +53.1% | +0.6% | +38.9% |
| 3Y | +143.7% | +90.2% | +53.5% | +108.3% |
| 5Y | +463.9% | +215.0% | +248.9% | +306.6% |
| All | +463.9% | +220.1% | +243.8% | +306.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling