+159.7%
GILD vs DLR
+177.5%
-17.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +5.8% | -4.3% | +10.1% | +6.5% |
| 3M | +14.9% | +3.8% | +11.1% | +13.9% |
| 6M | -0.4% | +5.8% | -6.2% | -1.6% |
| YTD | +18.5% | +23.5% | -5.0% | +14.2% |
| 1Y | +25.1% | +11.1% | +14.0% | +22.4% |
| 3Y | +105.9% | +57.9% | +48.0% | +86.4% |
| 5Y | +143.0% | +44.0% | +99.0% | +121.6% |
| All | +159.7% | +177.5% | -17.7% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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