+159.7%
GILD vs ACWI
+233.9%
-74.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | -4.8% | -1.0% | -3.8% | -4.3% |
| 30D | +5.8% | -0.9% | +6.6% | +6.2% |
| 3M | +14.9% | +3.5% | +11.4% | +12.6% |
| 6M | -0.4% | +12.8% | -13.2% | -6.9% |
| YTD | +18.5% | +14.0% | +4.5% | +10.1% |
| 1Y | +25.1% | +19.2% | +6.0% | +13.3% |
| 3Y | +105.9% | +75.1% | +30.8% | +49.5% |
| 5Y | +143.0% | +68.6% | +74.4% | +78.3% |
| All | +159.7% | +233.9% | -74.2% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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