+159.7%
GILD vs FDS
+64.8%
+94.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.5% |
| 7D | -4.8% | -14.0% | +9.2% | -1.7% |
| 30D | +5.8% | -6.2% | +12.0% | +7.1% |
| 3M | +14.9% | +10.2% | +4.8% | +12.0% |
| 6M | -0.4% | +27.4% | -27.8% | -7.0% |
| YTD | +18.5% | -9.3% | +27.8% | +19.7% |
| 1Y | +25.1% | -28.6% | +53.8% | +34.3% |
| 3Y | +105.9% | -36.8% | +142.7% | +126.5% |
| 5Y | +143.0% | -28.6% | +171.6% | +154.1% |
| All | +159.7% | +64.8% | +94.9% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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