+159.7%
GILD vs BWA
+156.8%
+3.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.0% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | +5.8% | -2.9% | +8.7% | +6.2% |
| 3M | +14.9% | -10.7% | +25.7% | +16.7% |
| 6M | -0.4% | +26.5% | -26.8% | -4.7% |
| YTD | +18.5% | +49.1% | -30.6% | +9.9% |
| 1Y | +25.1% | +52.1% | -26.9% | +15.5% |
| 3Y | +105.9% | +72.6% | +33.3% | +83.6% |
| 5Y | +143.0% | +89.4% | +53.6% | +109.4% |
| All | +159.7% | +156.8% | +3.0% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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