+21,596.1%
LLY vs GWW
+15,877.3%
+5,718.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.1% |
| 7D | +0.1% | +5.3% | -5.2% | -1.2% |
| 30D | +19.7% | +12.4% | +7.3% | +16.4% |
| 3M | +19.3% | +13.7% | +5.5% | +15.5% |
| 6M | +49.3% | +18.0% | +31.3% | +43.1% |
| YTD | +32.0% | +44.6% | -12.5% | +20.0% |
| 1Y | +53.7% | +53.1% | +0.6% | +37.8% |
| 3Y | +143.7% | +90.2% | +53.5% | +105.3% |
| 5Y | +463.9% | +215.0% | +248.9% | +314.0% |
| 10Y | +2,006.3% | +658.9% | +1,347.4% | +1,094.9% |
| All | +21,596.1% | +15,877.3% | +5,718.8% | +4,890.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling