+105.9%
GILD vs PL
+491.7%
-385.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.7% |
| 7D | -4.8% | -9.2% | +4.4% | -4.6% |
| 30D | +5.8% | -32.9% | +38.6% | +6.6% |
| 3M | +14.9% | -51.9% | +66.8% | +16.6% |
| 6M | -0.4% | -35.3% | +35.0% | 0.0% |
| YTD | +18.5% | -16.6% | +35.1% | +17.8% |
| 1Y | +25.1% | +70.1% | -45.0% | +21.0% |
| 3Y | +105.9% | +479.2% | -373.3% | +82.7% |
| All | +105.9% | +491.7% | -385.8% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling