+159.7%
GILD vs BTG
+159.3%
+0.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -4.8% | -3.8% | -1.1% | -4.7% |
| 30D | +5.8% | +3.6% | +2.1% | +5.6% |
| 3M | +14.9% | +32.0% | -17.1% | +13.8% |
| 6M | -0.4% | +3.4% | -3.7% | -0.8% |
| YTD | +18.5% | +20.8% | -2.3% | +17.4% |
| 1Y | +25.1% | +22.4% | +2.7% | +23.7% |
| 3Y | +105.9% | +91.7% | +14.2% | +99.2% |
| 5Y | +143.0% | +79.0% | +64.0% | +134.7% |
| All | +159.7% | +159.3% | +0.4% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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