+159.7%
GILD vs PSX
+386.4%
-226.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -4.8% | +1.7% | -6.5% | -5.0% |
| 30D | +5.8% | +15.6% | -9.9% | +3.9% |
| 3M | +14.9% | +46.5% | -31.5% | +9.4% |
| 6M | -0.4% | +55.0% | -55.4% | -6.0% |
| YTD | +18.5% | +105.3% | -86.8% | +7.6% |
| 1Y | +25.1% | +101.6% | -76.5% | +13.7% |
| 3Y | +105.9% | +134.1% | -28.2% | +80.9% |
| 5Y | +143.0% | +368.7% | -225.7% | +90.3% |
| All | +159.7% | +386.4% | -226.7% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling