+142.4%
GILD vs IT
-42.9%
+185.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.0% | -1.4% |
| 7D | -4.8% | -3.7% | -1.2% | -4.4% |
| 30D | +5.8% | +0.1% | +5.7% | +5.6% |
| 3M | +14.9% | +20.7% | -5.8% | +11.3% |
| 6M | -0.4% | +12.0% | -12.3% | -3.0% |
| YTD | +18.5% | -28.8% | +47.3% | +22.6% |
| 1Y | +25.1% | -25.5% | +50.6% | +28.0% |
| 3Y | +105.9% | -48.8% | +154.6% | +121.7% |
| All | +142.4% | -42.9% | +185.4% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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