+212.7%
GILD vs DOC
+20.3%
+192.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +2.0% | +4.3% | -2.3% | +1.2% |
| 30D | +13.0% | +9.2% | +3.9% | +11.2% |
| 3M | +29.1% | -0.8% | +30.0% | +29.2% |
| 6M | +31.7% | +7.1% | +24.6% | +29.9% |
| YTD | +41.7% | +34.0% | +7.7% | +33.7% |
| 1Y | +48.2% | +23.2% | +25.0% | +41.9% |
| 3Y | +147.4% | +53.6% | +93.8% | +126.4% |
| 5Y | +203.3% | -20.4% | +223.7% | +206.4% |
| 10Y | +212.7% | +23.4% | +189.3% | +192.8% |
| All | +212.7% | +20.3% | +192.4% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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