+150.2%
GILD vs REPL
-19.2%
+169.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.7% |
| 7D | -4.8% | -14.1% | +9.3% | -4.4% |
| 30D | +5.8% | -15.2% | +21.0% | +6.2% |
| 3M | +14.9% | +49.9% | -35.0% | +12.1% |
| 6M | -0.4% | +63.5% | -63.9% | -6.2% |
| YTD | +18.5% | +32.9% | -14.4% | +12.4% |
| 1Y | +25.1% | +115.0% | -89.9% | +13.6% |
| 3Y | +105.9% | -34.7% | +140.6% | +81.4% |
| 5Y | +143.0% | -59.7% | +202.6% | +116.7% |
| All | +150.2% | -19.2% | +169.5% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling