+32,991.5%
GILD vs EXPD
+26,218.5%
+6,773.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | -4.8% | +2.0% | -6.8% | -5.3% |
| 30D | +5.8% | +4.4% | +1.4% | +4.6% |
| 3M | +14.9% | +15.7% | -0.8% | +10.6% |
| 6M | -0.4% | +37.5% | -37.8% | -8.5% |
| YTD | +18.5% | +29.9% | -11.4% | +9.9% |
| 1Y | +25.1% | +57.8% | -32.7% | +10.0% |
| 3Y | +105.9% | +71.6% | +34.3% | +75.1% |
| 5Y | +143.0% | +62.2% | +80.7% | +105.9% |
| 10Y | +162.4% | +330.7% | -168.3% | +69.7% |
| All | +32,991.5% | +26,218.5% | +6,773.0% | +12,991.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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