+99.2%
GILD vs AS
+109.5%
-10.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.0% |
| 7D | -4.8% | -4.9% | +0.1% | -4.4% |
| 30D | +5.8% | -15.0% | +20.8% | +7.3% |
| 3M | +14.9% | -21.2% | +36.1% | +17.2% |
| 6M | -0.4% | -16.0% | +15.6% | +0.9% |
| YTD | +18.5% | -24.8% | +43.4% | +20.9% |
| 1Y | +25.1% | -24.1% | +49.2% | +27.3% |
| All | +99.2% | +109.5% | -10.3% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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