+105.9%
GILD vs CSGP
-63.2%
+169.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -1.2% |
| 7D | -4.8% | -1.5% | -3.4% | -4.7% |
| 30D | +5.8% | -0.1% | +5.9% | +5.7% |
| 3M | +14.9% | -6.7% | +21.6% | +15.3% |
| 6M | -0.4% | -32.8% | +32.5% | +3.1% |
| YTD | +18.5% | -54.7% | +73.2% | +28.1% |
| 1Y | +25.1% | -65.0% | +90.1% | +40.4% |
| 3Y | +105.9% | -63.0% | +168.9% | +124.6% |
| All | +105.9% | -63.2% | +169.1% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling