+159.7%
GILD vs ROK
+357.9%
-198.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.0% |
| 7D | -4.8% | -1.2% | -3.6% | -4.6% |
| 30D | +5.8% | -4.8% | +10.6% | +6.7% |
| 3M | +14.9% | -6.1% | +21.0% | +15.8% |
| 6M | -0.4% | +15.5% | -15.8% | -3.7% |
| YTD | +18.5% | +11.2% | +7.4% | +15.1% |
| 1Y | +25.1% | +23.8% | +1.3% | +18.8% |
| 3Y | +105.9% | +53.1% | +52.8% | +83.5% |
| 5Y | +143.0% | +48.3% | +94.7% | +113.6% |
| All | +159.7% | +357.9% | -198.2% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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