+32,991.5%
GILD vs ROL
+5,458.8%
+27,532.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | -4.8% | -3.2% | -1.7% | -3.8% |
| 30D | +5.8% | -4.9% | +10.7% | +7.6% |
| 3M | +14.9% | -25.8% | +40.8% | +27.1% |
| 6M | -0.4% | -37.6% | +37.2% | +16.8% |
| YTD | +18.5% | -41.5% | +60.0% | +41.6% |
| 1Y | +25.1% | -39.5% | +64.6% | +47.4% |
| 3Y | +105.9% | +0.1% | +105.8% | +100.0% |
| 5Y | +143.0% | -4.6% | +147.6% | +134.1% |
| 10Y | +162.4% | +209.9% | -47.5% | +54.7% |
| All | +32,991.5% | +5,458.8% | +27,532.8% | +5,509.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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