+382.3%
APP vs GILD
+171.4%
+210.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +0.3% | -4.2% | +4.5% | +1.2% |
| 30D | -1.3% | +6.7% | -8.0% | -2.7% |
| 3M | -36.2% | +20.0% | -56.2% | -38.9% |
| 6M | -34.1% | -1.3% | -32.8% | -34.1% |
| YTD | -53.3% | +19.4% | -72.8% | -55.7% |
| 1Y | -44.5% | +28.9% | -73.5% | -48.9% |
| 3Y | +646.7% | +110.3% | +536.4% | +471.3% |
| 5Y | +306.4% | +144.8% | +161.6% | +154.5% |
| All | +382.3% | +171.4% | +210.9% | +190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling