+159.7%
GILD vs RF
+342.9%
-183.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -4.8% | -1.0% | -3.9% | -4.7% |
| 30D | +5.8% | -3.7% | +9.5% | +6.4% |
| 3M | +14.9% | +5.3% | +9.6% | +13.9% |
| 6M | -0.4% | +17.2% | -17.6% | -3.1% |
| YTD | +18.5% | +14.5% | +4.1% | +15.6% |
| 1Y | +25.1% | +15.9% | +9.2% | +21.6% |
| 3Y | +105.9% | +91.2% | +14.7% | +81.6% |
| 5Y | +143.0% | +90.0% | +53.0% | +111.2% |
| All | +159.7% | +342.9% | -183.2% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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