+64.1%
DIA vs GILD
+142.1%
-78.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.1% |
| 7D | -1.6% | -4.8% | +3.3% | -0.5% |
| 30D | -2.0% | +5.8% | -7.8% | -3.3% |
| 3M | +3.6% | +14.9% | -11.3% | +0.2% |
| 6M | +11.5% | -0.4% | +11.9% | +11.3% |
| YTD | +10.4% | +18.5% | -8.2% | +5.4% |
| 1Y | +15.6% | +25.1% | -9.5% | +8.7% |
| 3Y | +58.9% | +105.9% | -47.0% | +28.6% |
| All | +64.1% | +142.1% | -78.0% | +21.2% |
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 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