+159.7%
GILD vs DE
+863.9%
-704.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -4.8% | -2.6% | -2.3% | -4.3% |
| 30D | +5.8% | +9.0% | -3.3% | +3.7% |
| 3M | +14.9% | +19.1% | -4.2% | +10.2% |
| 6M | -0.4% | +14.4% | -14.7% | -3.8% |
| YTD | +18.5% | +45.9% | -27.4% | +8.2% |
| 1Y | +25.1% | +43.6% | -18.5% | +14.5% |
| 3Y | +105.9% | +75.9% | +30.0% | +77.8% |
| 5Y | +143.0% | +98.8% | +44.2% | +99.7% |
| All | +159.7% | +863.9% | -704.2% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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