+33,242.5%
GILD vs ES
+959.5%
+32,283.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -4.2% | -3.5% | -0.8% | -3.3% |
| 30D | +6.7% | -3.0% | +9.7% | +7.5% |
| 3M | +20.0% | -0.3% | +20.3% | +20.1% |
| 6M | -1.3% | -5.2% | +3.8% | 0.0% |
| YTD | +19.4% | +4.8% | +14.7% | +17.5% |
| 1Y | +28.9% | +12.7% | +16.2% | +23.5% |
| 3Y | +110.3% | +27.5% | +82.8% | +91.6% |
| 5Y | +144.8% | -4.7% | +149.5% | +140.9% |
| 10Y | +164.4% | +83.6% | +80.8% | +108.0% |
| All | +33,242.5% | +959.5% | +32,283.0% | +16,704.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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