+159.7%
GILD vs ALB
+78.3%
+81.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | -0.5% |
| 7D | -4.8% | -6.6% | +1.8% | -4.3% |
| 30D | +5.8% | -8.1% | +13.9% | +6.4% |
| 3M | +14.9% | -25.7% | +40.6% | +17.6% |
| 6M | -0.4% | -29.5% | +29.1% | +2.0% |
| YTD | +18.5% | -16.2% | +34.7% | +19.1% |
| 1Y | +25.1% | +59.2% | -34.1% | +18.2% |
| 3Y | +105.9% | -33.7% | +139.6% | +104.9% |
| 5Y | +143.0% | -48.1% | +191.1% | +141.0% |
| All | +159.7% | +78.3% | +81.5% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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