+142.4%
GILD vs PL
+65.3%
+77.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.8% |
| 3M | +14.9% | -51.9% | +66.8% | +16.8% |
| 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% | +21.1% |
| 3Y | +105.9% | +479.2% | -373.3% | +86.6% |
| All | +142.4% | +65.3% | +77.1% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling