+142.4%
GILD vs FIVE
+30.8%
+111.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.8% |
| 6M | -0.4% | +11.9% | -12.3% | -1.8% |
| YTD | +18.5% | +29.9% | -11.3% | +15.2% |
| 1Y | +25.1% | +67.8% | -42.7% | +18.5% |
| 3Y | +105.9% | +52.8% | +53.1% | +93.6% |
| All | +142.4% | +30.8% | +111.6% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling