+396.9%
APP vs GILD
+169.4%
+227.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.2% |
| 7D | +1.1% | -4.8% | +5.9% | +2.2% |
| 30D | +6.6% | +5.8% | +0.9% | +5.3% |
| 3M | -32.3% | +14.9% | -47.2% | -34.5% |
| 6M | -29.8% | -0.4% | -29.4% | -29.9% |
| YTD | -51.9% | +18.5% | -70.5% | -54.3% |
| 1Y | -43.3% | +25.1% | -68.4% | -47.3% |
| 3Y | +664.1% | +105.9% | +558.2% | +489.6% |
| 5Y | +318.7% | +143.0% | +175.7% | +162.6% |
| All | +396.9% | +169.4% | +227.5% | +200.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling