+150.5%
GILD vs S
-57.1%
+207.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -4.8% | -0.7% | -4.2% | -4.8% |
| 30D | +5.8% | -11.4% | +17.2% | +6.0% |
| 3M | +14.9% | +33.8% | -18.9% | +14.1% |
| 6M | -0.4% | +39.5% | -39.8% | -1.3% |
| YTD | +18.5% | +31.7% | -13.1% | +17.5% |
| 1Y | +25.1% | +7.0% | +18.1% | +24.6% |
| 3Y | +105.9% | +11.8% | +94.1% | +103.0% |
| 5Y | +143.0% | -69.0% | +212.0% | +138.4% |
| All | +150.5% | -57.1% | +207.6% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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