+156.4%
GILD vs GGLL
+313.5%
-157.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | -4.2% | -5.8% | +1.5% | -4.0% |
| 30D | +6.7% | -7.2% | +13.9% | +7.0% |
| 3M | +20.0% | -17.5% | +37.5% | +20.7% |
| 6M | -1.3% | +5.1% | -6.4% | -2.3% |
| YTD | +19.4% | -1.3% | +20.8% | +18.5% |
| 1Y | +28.9% | +60.2% | -31.3% | +24.6% |
| 3Y | +110.3% | +230.8% | -120.5% | +90.4% |
| All | +156.4% | +313.5% | -157.1% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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