+159.7%
GILD vs CAH
+294.8%
-135.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | -4.8% | -5.1% | +0.3% | -3.4% |
| 30D | +5.8% | +0.2% | +5.6% | +5.7% |
| 3M | +14.9% | +6.3% | +8.6% | +12.9% |
| 6M | -0.4% | +9.4% | -9.7% | -3.1% |
| YTD | +18.5% | +15.0% | +3.6% | +13.4% |
| 1Y | +25.1% | +55.4% | -30.3% | +9.3% |
| 3Y | +105.9% | +173.8% | -67.9% | +50.9% |
| 5Y | +143.0% | +395.2% | -252.2% | +48.5% |
| All | +159.7% | +294.8% | -135.1% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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