+159.7%
GILD vs DD
+66.6%
+93.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.8% | -3.5% | -1.3% | -4.2% |
| 30D | +5.8% | -11.7% | +17.4% | +8.3% |
| 3M | +14.9% | -9.2% | +24.2% | +16.9% |
| 6M | -0.4% | -7.2% | +6.8% | +0.7% |
| YTD | +18.5% | +6.6% | +11.9% | +16.3% |
| 1Y | +25.1% | +32.0% | -6.9% | +17.3% |
| 3Y | +105.9% | +42.1% | +63.8% | +87.0% |
| 5Y | +143.0% | +58.1% | +84.9% | +112.2% |
| All | +159.7% | +66.6% | +93.1% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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