+159.7%
GILD vs CAG
-36.2%
+195.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -4.8% | -5.7% | +0.9% | -3.7% |
| 30D | +5.8% | -2.4% | +8.2% | +6.2% |
| 3M | +14.9% | +9.8% | +5.1% | +12.6% |
| 6M | -0.4% | -10.8% | +10.5% | +1.6% |
| YTD | +18.5% | -10.8% | +29.3% | +20.6% |
| 1Y | +25.1% | -19.0% | +44.1% | +29.6% |
| 3Y | +105.9% | -39.7% | +145.6% | +124.8% |
| 5Y | +143.0% | -43.0% | +186.0% | +168.5% |
| All | +159.7% | -36.2% | +195.9% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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