+105.9%
GILD vs FIVE
+50.7%
+55.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -0.9% |
| 7D | -4.8% | -3.0% | -1.8% | -4.6% |
| 30D | +5.8% | +2.7% | +3.1% | +5.5% |
| 3M | +14.9% | +21.1% | -6.2% | +13.1% |
| 6M | -0.4% | +11.9% | -12.3% | -1.5% |
| YTD | +18.5% | +29.9% | -11.3% | +15.8% |
| 1Y | +25.1% | +67.8% | -42.7% | +19.6% |
| 3Y | +105.9% | +52.8% | +53.1% | +93.0% |
| All | +105.9% | +50.7% | +55.2% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling