+159.7%
GILD vs GD
+196.4%
-36.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | -4.8% | -1.0% | -3.9% | -4.5% |
| 30D | +5.8% | -9.7% | +15.5% | +9.1% |
| 3M | +14.9% | -0.4% | +15.3% | +14.9% |
| 6M | -0.4% | +1.5% | -1.8% | -1.0% |
| YTD | +18.5% | +7.1% | +11.4% | +15.3% |
| 1Y | +25.1% | +9.9% | +15.2% | +20.6% |
| 3Y | +105.9% | +74.6% | +31.2% | +68.7% |
| 5Y | +143.0% | +96.1% | +46.9% | +90.2% |
| All | +159.7% | +196.4% | -36.6% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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