+144.8%
GILD vs CSGP
-67.2%
+212.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.2% | -6.9% | +2.7% | -3.3% |
| 30D | +6.7% | -5.2% | +11.9% | +7.3% |
| 3M | +20.0% | -13.8% | +33.8% | +21.8% |
| 6M | -1.3% | -36.3% | +35.0% | +3.6% |
| YTD | +19.4% | -56.1% | +75.6% | +31.0% |
| 1Y | +28.9% | -65.8% | +94.8% | +46.3% |
| 3Y | +110.3% | -64.3% | +174.6% | +134.0% |
| 5Y | +144.8% | -67.3% | +212.1% | +170.8% |
| All | +144.8% | -67.2% | +212.0% | +170.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling