+4,404.4%
DELL vs GILD
+163.6%
+4,240.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.7% | +12.1% |
| 7D | +8.2% | -4.8% | +13.1% | +9.4% |
| 30D | +17.1% | +5.8% | +11.3% | +15.3% |
| 3M | +45.2% | +14.9% | +30.2% | +39.5% |
| 6M | +286.8% | -0.4% | +287.1% | +284.9% |
| YTD | +354.8% | +18.5% | +336.2% | +333.1% |
| 1Y | +358.3% | +25.1% | +333.1% | +329.5% |
| 3Y | +724.9% | +105.9% | +619.0% | +563.5% |
| 5Y | +1,193.7% | +143.0% | +1,050.7% | +874.1% |
| All | +4,404.4% | +163.6% | +4,240.8% | +3,098.1% |
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