+159.7%
GILD vs SAP
+176.2%
-16.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.8% | -4.1% | -0.8% | -4.0% |
| 30D | +5.8% | +1.1% | +4.7% | +5.5% |
| 3M | +14.9% | +26.1% | -11.2% | +9.5% |
| 6M | -0.4% | +9.8% | -10.1% | -2.9% |
| YTD | +18.5% | -13.6% | +32.1% | +20.8% |
| 1Y | +25.1% | -18.7% | +43.8% | +29.1% |
| 3Y | +105.9% | +54.1% | +51.8% | +79.4% |
| 5Y | +143.0% | +54.7% | +88.2% | +107.4% |
| All | +159.7% | +176.2% | -16.4% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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