+114.7%
GILD vs P
+453.5%
-338.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | -0.4% |
| 7D | -4.2% | -4.1% | -0.1% | -4.0% |
| 30D | +6.7% | -14.0% | +20.6% | +7.5% |
| 3M | +20.0% | +41.4% | -21.5% | +17.2% |
| 6M | -1.3% | +54.2% | -55.5% | -4.5% |
| YTD | +19.4% | +40.4% | -21.0% | +16.0% |
| 1Y | +28.9% | +16.0% | +13.0% | +26.0% |
| 3Y | +110.3% | +140.7% | -30.4% | +88.7% |
| 5Y | +144.8% | +256.3% | -111.5% | +107.5% |
| 10Y | +164.4% | +672.6% | -508.2% | +102.2% |
| All | +114.7% | +453.5% | -338.8% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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