+685.0%
GILD vs FIVE
+826.2%
-141.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | -4.2% | +0.6% | -4.8% | -4.3% |
| 30D | +6.7% | +3.0% | +3.7% | +6.3% |
| 3M | +20.0% | +23.2% | -3.2% | +17.3% |
| 6M | -1.3% | +9.2% | -10.5% | -2.7% |
| YTD | +19.4% | +28.1% | -8.7% | +15.8% |
| 1Y | +28.9% | +65.3% | -36.3% | +21.5% |
| 3Y | +110.3% | +49.4% | +60.9% | +95.1% |
| 5Y | +144.8% | +29.5% | +115.3% | +126.4% |
| 10Y | +164.4% | +483.5% | -319.1% | +93.7% |
| All | +685.0% | +826.2% | -141.3% | +367.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling