+159.7%
GILD vs EXPE
+169.0%
-9.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -4.8% | -5.8% | +1.0% | -4.4% |
| 30D | +5.8% | -13.6% | +19.4% | +6.8% |
| 3M | +14.9% | +25.2% | -10.3% | +13.0% |
| 6M | -0.4% | +22.3% | -22.7% | -2.0% |
| YTD | +18.5% | -0.3% | +18.8% | +17.9% |
| 1Y | +25.1% | +27.8% | -2.7% | +21.7% |
| 3Y | +105.9% | +162.4% | -56.5% | +87.1% |
| 5Y | +143.0% | +95.8% | +47.1% | +121.3% |
| All | +159.7% | +169.0% | -9.2% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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