+392.5%
AMD vs GILD
+142.1%
+250.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.2% | +2.6% |
| 7D | +8.1% | -4.8% | +12.9% | +8.8% |
| 30D | +6.9% | +5.8% | +1.1% | +5.8% |
| 3M | +5.7% | +14.9% | -9.3% | +2.5% |
| 6M | +152.0% | -0.4% | +152.3% | +151.8% |
| YTD | +141.0% | +18.5% | +122.5% | +131.3% |
| 1Y | +231.6% | +25.1% | +206.4% | +214.0% |
| 3Y | +390.1% | +105.9% | +284.2% | +307.7% |
| All | +392.5% | +142.1% | +250.4% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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