+22,409.2%
GILD vs CSGP
+3,271.1%
+19,138.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.0% | -2.6% |
| 7D | -2.2% | -5.1% | +2.9% | -1.3% |
| 30D | +10.1% | +0.3% | +9.8% | +9.9% |
| 3M | +15.2% | -9.1% | +24.4% | +16.7% |
| 6M | +3.1% | -37.3% | +40.4% | +11.1% |
| YTD | +20.9% | -54.9% | +75.8% | +36.9% |
| 1Y | +29.8% | -65.5% | +95.4% | +53.7% |
| 3Y | +113.0% | -63.3% | +176.2% | +145.9% |
| 5Y | +144.9% | -65.8% | +210.6% | +180.4% |
| 10Y | +164.5% | +40.1% | +124.4% | +127.4% |
| All | +22,409.2% | +3,271.1% | +19,138.1% | +10,353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling