+142.4%
GILD vs DG
-37.9%
+180.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -0.9% |
| 7D | -4.8% | -6.5% | +1.7% | -4.2% |
| 30D | +5.8% | +4.2% | +1.6% | +5.4% |
| 3M | +14.9% | +9.5% | +5.4% | +13.8% |
| 6M | -0.4% | -13.1% | +12.8% | +0.7% |
| YTD | +18.5% | -4.8% | +23.4% | +18.7% |
| 1Y | +25.1% | +20.6% | +4.5% | +22.2% |
| 3Y | +105.9% | +4.9% | +101.0% | +98.8% |
| All | +142.4% | -37.9% | +180.3% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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