+147.5%
GE vs GILD
+163.6%
-16.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -4.0% | -4.8% | +0.8% | -2.8% |
| 30D | -11.4% | +5.8% | -17.2% | -12.7% |
| 3M | -2.6% | +14.9% | -17.5% | -6.4% |
| 6M | -0.3% | -0.4% | 0.0% | -0.6% |
| YTD | +5.4% | +18.5% | -13.2% | +0.4% |
| 1Y | +15.5% | +25.1% | -9.6% | +8.3% |
| 3Y | +260.8% | +105.9% | +154.9% | +190.1% |
| 5Y | +421.6% | +143.0% | +278.7% | +292.8% |
| All | +147.5% | +163.6% | -16.1% | +77.5% |
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 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