+159.7%
GILD vs FLEX
+1,128.1%
-968.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -7.9% | -1.3% |
| 7D | -4.8% | +5.7% | -10.5% | -5.3% |
| 30D | +5.8% | -7.0% | +12.8% | +6.2% |
| 3M | +14.9% | -23.8% | +38.8% | +16.7% |
| 6M | -0.4% | +82.6% | -83.0% | -7.4% |
| YTD | +18.5% | +91.6% | -73.1% | +9.4% |
| 1Y | +25.1% | +100.6% | -75.4% | +14.6% |
| 3Y | +105.9% | +479.8% | -373.9% | +65.8% |
| 5Y | +143.0% | +746.5% | -603.5% | +85.4% |
| All | +159.7% | +1,128.1% | -968.4% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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