+7,635.7%
GILD vs PBR
+1,899.4%
+5,736.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -4.8% | +5.4% | -10.2% | -5.5% |
| 30D | +5.8% | +22.9% | -17.1% | +2.8% |
| 3M | +14.9% | +19.6% | -4.7% | +11.9% |
| 6M | -0.4% | +16.5% | -16.8% | -2.9% |
| YTD | +18.5% | +86.7% | -68.1% | +8.2% |
| 1Y | +25.1% | +74.7% | -49.6% | +15.1% |
| 3Y | +105.9% | +102.6% | +3.3% | +82.8% |
| 5Y | +143.0% | +566.6% | -423.6% | +76.2% |
| 10Y | +162.4% | +686.1% | -523.7% | +65.7% |
| All | +7,635.7% | +1,899.4% | +5,736.3% | +2,803.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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