+159.7%
GILD vs BUD
-22.3%
+182.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -4.8% | -2.6% | -2.2% | -4.3% |
| 30D | +5.8% | -1.2% | +7.0% | +6.0% |
| 3M | +14.9% | -4.9% | +19.8% | +16.0% |
| 6M | -0.4% | +9.3% | -9.6% | -2.4% |
| YTD | +18.5% | +24.0% | -5.4% | +13.1% |
| 1Y | +25.1% | +34.5% | -9.4% | +17.4% |
| 3Y | +105.9% | +43.7% | +62.2% | +89.4% |
| 5Y | +143.0% | +46.0% | +97.0% | +120.5% |
| All | +159.7% | -22.3% | +182.0% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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