+46.7%
F vs GILD
+142.1%
-95.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -4.4% | -4.8% | +0.4% | -3.1% |
| 30D | +1.0% | +5.8% | -4.8% | -0.5% |
| 3M | -4.0% | +14.9% | -18.9% | -7.9% |
| 6M | +18.1% | -0.4% | +18.4% | +17.9% |
| YTD | +10.2% | +18.5% | -8.4% | +4.5% |
| 1Y | +24.3% | +25.1% | -0.8% | +15.8% |
| 3Y | +38.1% | +105.9% | -67.8% | +6.8% |
| All | +46.7% | +142.1% | -95.5% | -1.5% |
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