+790.1%
GILD vs DG
+560.3%
+229.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.0% |
| 7D | -4.8% | -6.5% | +1.7% | -3.8% |
| 30D | +5.8% | +4.2% | +1.6% | +5.1% |
| 3M | +14.9% | +9.5% | +5.4% | +13.0% |
| 6M | -0.4% | -13.1% | +12.8% | +1.5% |
| YTD | +18.5% | -4.8% | +23.4% | +18.8% |
| 1Y | +25.1% | +20.6% | +4.5% | +19.9% |
| 3Y | +105.9% | +4.9% | +101.0% | +95.3% |
| 5Y | +143.0% | -37.9% | +180.9% | +153.4% |
| 10Y | +162.4% | +102.2% | +60.2% | +109.8% |
| All | +790.1% | +560.3% | +229.8% | +443.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling