+32,991.5%
GILD vs DTE
+2,286.9%
+30,704.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.4% |
| 7D | -4.8% | -2.6% | -2.2% | -4.1% |
| 30D | +5.8% | -4.4% | +10.2% | +7.2% |
| 3M | +14.9% | -8.3% | +23.3% | +18.0% |
| 6M | -0.4% | -8.1% | +7.7% | +2.1% |
| YTD | +18.5% | +4.4% | +14.1% | +16.7% |
| 1Y | +25.1% | +0.2% | +24.9% | +24.7% |
| 3Y | +105.9% | +42.6% | +63.3% | +82.9% |
| 5Y | +143.0% | +31.5% | +111.5% | +120.0% |
| 10Y | +162.4% | +138.2% | +24.2% | +88.2% |
| All | +32,991.5% | +2,286.9% | +30,704.6% | +13,042.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling