+159.7%
GILD vs EQIX
+246.8%
-87.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.0% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | +5.8% | -2.5% | +8.3% | +6.3% |
| 3M | +14.9% | 0.0% | +15.0% | +14.6% |
| 6M | -0.4% | +7.6% | -8.0% | -2.1% |
| YTD | +18.5% | +37.5% | -19.0% | +10.3% |
| 1Y | +25.1% | +32.9% | -7.8% | +17.1% |
| 3Y | +105.9% | +42.8% | +63.1% | +86.6% |
| 5Y | +143.0% | +35.8% | +107.2% | +119.0% |
| All | +159.7% | +246.8% | -87.0% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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