+105.9%
GILD vs AA
+73.2%
+32.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -4.8% | -3.4% | -1.4% | -4.7% |
| 30D | +5.8% | -5.8% | +11.6% | +6.1% |
| 3M | +14.9% | -29.9% | +44.8% | +17.0% |
| 6M | -0.4% | -27.0% | +26.7% | +0.9% |
| YTD | +18.5% | -8.7% | +27.2% | +18.4% |
| 1Y | +25.1% | +50.6% | -25.5% | +21.1% |
| 3Y | +105.9% | +74.1% | +31.8% | +90.4% |
| All | +105.9% | +73.2% | +32.7% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling