+105.9%
GILD vs SO
+42.5%
+63.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -4.8% | -1.1% | -3.8% | -4.5% |
| 30D | +5.8% | -5.0% | +10.8% | +7.5% |
| 3M | +14.9% | -5.8% | +20.7% | +17.2% |
| 6M | -0.4% | -7.9% | +7.6% | +2.2% |
| YTD | +18.5% | +2.4% | +16.1% | +17.5% |
| 1Y | +25.1% | -2.3% | +27.4% | +25.8% |
| 3Y | +105.9% | +41.9% | +64.0% | +79.6% |
| All | +105.9% | +42.5% | +63.4% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 3y: compounded portfolio wealth divided by compounded SO 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…
3y analysis · Full analysis span regression · 6 months rolling