+159.7%
GILD vs CG
+314.7%
-155.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -4.8% | -9.9% | +5.0% | -3.5% |
| 30D | +5.8% | -11.7% | +17.4% | +7.5% |
| 3M | +14.9% | -4.3% | +19.2% | +15.4% |
| 6M | -0.4% | -8.8% | +8.4% | +0.5% |
| YTD | +18.5% | -26.9% | +45.4% | +22.6% |
| 1Y | +25.1% | -35.4% | +60.5% | +31.5% |
| 3Y | +105.9% | +43.0% | +62.9% | +88.2% |
| 5Y | +143.0% | +1.9% | +141.1% | +127.9% |
| All | +159.7% | +314.7% | -155.0% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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