+142.4%
GILD vs ROP
-16.2%
+158.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -4.8% | -4.6% | -0.2% | -3.7% |
| 30D | +5.8% | -1.7% | +7.5% | +6.2% |
| 3M | +14.9% | +17.1% | -2.1% | +10.2% |
| 6M | -0.4% | +10.9% | -11.2% | -3.3% |
| YTD | +18.5% | -12.1% | +30.6% | +22.9% |
| 1Y | +25.1% | -24.2% | +49.4% | +36.0% |
| 3Y | +105.9% | -20.4% | +126.3% | +117.5% |
| All | +142.4% | -16.2% | +158.6% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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