+147.6%
GILD vs DOC
-25.4%
+173.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -2.6% | -3.0% | +0.4% | -1.9% |
| 30D | +9.5% | -2.0% | +11.4% | +9.9% |
| 3M | +16.8% | +0.9% | +15.9% | +16.5% |
| 6M | +0.6% | +20.8% | -20.2% | -4.6% |
| YTD | +20.1% | +32.5% | -12.3% | +11.2% |
| 1Y | +29.1% | +20.7% | +8.4% | +22.2% |
| 3Y | +111.5% | +23.1% | +88.5% | +97.3% |
| 5Y | +147.6% | -24.3% | +171.8% | +164.5% |
| All | +147.6% | -25.4% | +173.0% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling