+159.7%
GILD vs CSGP
+48.9%
+110.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -1.3% |
| 7D | -4.8% | -1.5% | -3.4% | -4.6% |
| 30D | +5.8% | -0.1% | +5.9% | +5.7% |
| 3M | +14.9% | -6.7% | +21.6% | +15.8% |
| 6M | -0.4% | -32.8% | +32.5% | +5.1% |
| YTD | +18.5% | -54.7% | +73.2% | +32.1% |
| 1Y | +25.1% | -65.0% | +90.1% | +45.2% |
| 3Y | +105.9% | -63.0% | +168.9% | +133.5% |
| 5Y | +143.0% | -66.2% | +209.2% | +175.9% |
| All | +159.7% | +48.9% | +110.8% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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