+159.7%
GILD vs AA
+122.9%
+36.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -4.8% | -3.4% | -1.4% | -4.6% |
| 30D | +5.8% | -5.8% | +11.6% | +6.2% |
| 3M | +14.9% | -29.9% | +44.8% | +17.7% |
| 6M | -0.4% | -27.0% | +26.7% | +1.4% |
| YTD | +18.5% | -8.7% | +27.2% | +18.3% |
| 1Y | +25.1% | +50.6% | -25.5% | +19.9% |
| 3Y | +105.9% | +74.1% | +31.8% | +91.0% |
| 5Y | +143.0% | +2.6% | +140.4% | +127.4% |
| All | +159.7% | +122.9% | +36.9% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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