+159.7%
GILD vs ALM
+2,589.2%
-2,429.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.8% | -0.6% |
| 7D | -4.8% | -11.8% | +7.0% | -4.6% |
| 30D | +5.8% | +7.8% | -2.0% | +5.6% |
| 3M | +14.9% | -9.3% | +24.2% | +14.9% |
| 6M | -0.4% | -30.5% | +30.1% | -0.1% |
| YTD | +18.5% | +75.8% | -57.3% | +16.7% |
| 1Y | +25.1% | +241.2% | -216.1% | +21.4% |
| 3Y | +105.9% | +1,872.6% | -1,766.7% | +91.0% |
| 5Y | +143.0% | +849.6% | -706.6% | +126.9% |
| All | +159.7% | +2,589.2% | -2,429.5% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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