+142.4%
GILD vs DE
+97.2%
+45.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -4.8% | -2.6% | -2.3% | -4.4% |
| 30D | +5.8% | +9.0% | -3.3% | +4.3% |
| 3M | +14.9% | +19.1% | -4.2% | +11.3% |
| 6M | -0.4% | +14.4% | -14.7% | -2.9% |
| YTD | +18.5% | +45.9% | -27.4% | +10.7% |
| 1Y | +25.1% | +43.6% | -18.5% | +17.0% |
| 3Y | +105.9% | +75.9% | +30.0% | +84.7% |
| All | +142.4% | +97.2% | +45.3% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling