+142.4%
GILD vs REPL
-59.3%
+201.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.7% |
| 7D | -4.8% | -14.1% | +9.3% | -4.6% |
| 30D | +5.8% | -15.2% | +21.0% | +6.0% |
| 3M | +14.9% | +49.9% | -35.0% | +13.6% |
| 6M | -0.4% | +63.5% | -63.9% | -3.5% |
| YTD | +18.5% | +32.9% | -14.4% | +15.2% |
| 1Y | +25.1% | +115.0% | -89.9% | +18.4% |
| 3Y | +105.9% | -34.7% | +140.6% | +92.8% |
| All | +142.4% | -59.3% | +201.7% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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