+142.4%
GILD vs GPC
+29.4%
+113.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.8% | -3.2% | -1.6% | -4.2% |
| 30D | +5.8% | +0.5% | +5.2% | +5.6% |
| 3M | +14.9% | +31.7% | -16.8% | +8.4% |
| 6M | -0.4% | +24.7% | -25.1% | -5.2% |
| YTD | +18.5% | +11.8% | +6.8% | +14.7% |
| 1Y | +25.1% | -3.0% | +28.1% | +24.7% |
| 3Y | +105.9% | -1.1% | +107.0% | +99.8% |
| All | +142.4% | +29.4% | +113.0% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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