+159.7%
GILD vs BG
+166.7%
-6.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.5% |
| 7D | -4.8% | +3.1% | -7.9% | -5.3% |
| 30D | +5.8% | +10.2% | -4.5% | +4.2% |
| 3M | +14.9% | -1.7% | +16.6% | +14.9% |
| 6M | -0.4% | +1.0% | -1.3% | -1.0% |
| YTD | +18.5% | +39.9% | -21.4% | +12.1% |
| 1Y | +25.1% | +53.2% | -28.1% | +16.4% |
| 3Y | +105.9% | +16.3% | +89.6% | +98.0% |
| 5Y | +143.0% | +83.9% | +59.1% | +114.2% |
| All | +159.7% | +166.7% | -6.9% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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