+142.4%
GILD vs DTE
+30.3%
+112.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.3% |
| 7D | -4.8% | -2.6% | -2.2% | -4.0% |
| 30D | +5.8% | -4.4% | +10.2% | +7.4% |
| 3M | +14.9% | -8.3% | +23.3% | +18.4% |
| 6M | -0.4% | -8.1% | +7.7% | +2.5% |
| YTD | +18.5% | +4.4% | +14.1% | +16.6% |
| 1Y | +25.1% | +0.2% | +24.9% | +24.7% |
| 3Y | +105.9% | +42.6% | +63.3% | +78.7% |
| All | +142.4% | +30.3% | +112.1% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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