+159.7%
GILD vs CP
+232.0%
-72.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.8% | -2.6% | -2.2% | -4.2% |
| 30D | +5.8% | -3.7% | +9.5% | +6.6% |
| 3M | +14.9% | +0.1% | +14.8% | +14.8% |
| 6M | -0.4% | +7.8% | -8.2% | -2.3% |
| YTD | +18.5% | +21.7% | -3.2% | +12.8% |
| 1Y | +25.1% | +18.6% | +6.5% | +19.6% |
| 3Y | +105.9% | +17.5% | +88.3% | +95.1% |
| 5Y | +143.0% | +35.4% | +107.6% | +119.1% |
| All | +159.7% | +232.0% | -72.3% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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