+159.7%
GILD vs AGI
+392.3%
-232.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -4.8% | -2.7% | -2.1% | -4.7% |
| 30D | +5.8% | +7.2% | -1.5% | +5.5% |
| 3M | +14.9% | +4.3% | +10.7% | +14.6% |
| 6M | -0.4% | -27.1% | +26.7% | +0.6% |
| YTD | +18.5% | -6.6% | +25.1% | +18.5% |
| 1Y | +25.1% | +9.5% | +15.6% | +24.1% |
| 3Y | +105.9% | +208.4% | -102.6% | +95.1% |
| 5Y | +143.0% | +401.6% | -258.7% | +125.1% |
| All | +159.7% | +392.3% | -232.6% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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