+33,242.5%
GILD vs D
+1,731.0%
+31,511.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -4.2% | -1.6% | -2.6% | -3.8% |
| 30D | +6.7% | -3.5% | +10.2% | +7.8% |
| 3M | +20.0% | -1.6% | +21.6% | +20.6% |
| 6M | -1.3% | +5.8% | -7.1% | -3.2% |
| YTD | +19.4% | +14.5% | +5.0% | +14.4% |
| 1Y | +28.9% | +14.2% | +14.8% | +23.4% |
| 3Y | +110.3% | +59.0% | +51.3% | +80.5% |
| 5Y | +144.8% | +5.4% | +139.4% | +135.0% |
| 10Y | +164.4% | +38.4% | +126.0% | +127.0% |
| All | +33,242.5% | +1,731.0% | +31,511.5% | +23,503.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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