+1,144.3%
CAT vs GILD
+163.6%
+980.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.9% |
| 7D | +0.6% | -4.8% | +5.4% | +2.1% |
| 30D | -4.3% | +5.8% | -10.1% | -6.2% |
| 3M | -8.6% | +14.9% | -23.6% | -13.2% |
| 6M | +16.1% | -0.4% | +16.5% | +15.5% |
| YTD | +43.8% | +18.5% | +25.2% | +35.0% |
| 1Y | +91.5% | +25.1% | +66.3% | +76.1% |
| 3Y | +202.7% | +105.9% | +96.8% | +128.5% |
| 5Y | +335.1% | +143.0% | +192.2% | +204.4% |
| All | +1,144.3% | +163.6% | +980.7% | +724.3% |
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 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