+1,166.6%
GILD vs AG
+409.0%
+757.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.6% |
| 7D | -4.8% | -6.7% | +1.9% | -4.6% |
| 30D | +5.8% | +2.2% | +3.6% | +5.6% |
| 3M | +14.9% | +15.7% | -0.8% | +14.0% |
| 6M | -0.4% | -23.8% | +23.4% | +0.3% |
| YTD | +18.5% | +17.6% | +0.9% | +16.9% |
| 1Y | +25.1% | +88.6% | -63.5% | +20.7% |
| 3Y | +105.9% | +253.4% | -147.5% | +90.6% |
| 5Y | +143.0% | +62.4% | +80.5% | +129.6% |
| 10Y | +162.4% | +61.2% | +101.1% | +138.2% |
| All | +1,166.6% | +409.0% | +757.7% | +860.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling