+162.3%
GILD vs COMP
-50.5%
+212.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.5% | -0.9% |
| 7D | -4.8% | -5.5% | +0.7% | -4.7% |
| 30D | +5.8% | -17.4% | +23.2% | +6.3% |
| 3M | +14.9% | +24.4% | -9.4% | +14.1% |
| 6M | -0.4% | +21.8% | -22.1% | -1.3% |
| YTD | +18.5% | -0.6% | +19.1% | +17.8% |
| 1Y | +25.1% | +11.5% | +13.7% | +23.8% |
| 3Y | +105.9% | +220.4% | -114.5% | +97.5% |
| 5Y | +143.0% | -26.6% | +169.5% | +130.8% |
| All | +162.3% | -50.5% | +212.9% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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