+142.4%
GILD vs AG
+63.6%
+78.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.7% |
| 7D | -4.8% | -6.7% | +1.9% | -4.6% |
| 30D | +5.8% | +2.2% | +3.6% | +5.7% |
| 3M | +14.9% | +15.7% | -0.8% | +14.3% |
| 6M | -0.4% | -23.8% | +23.4% | +0.1% |
| YTD | +18.5% | +17.6% | +0.9% | +17.5% |
| 1Y | +25.1% | +88.6% | -63.5% | +22.1% |
| 3Y | +105.9% | +253.4% | -147.5% | +93.8% |
| All | +142.4% | +63.6% | +78.8% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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