+159.7%
GILD vs SPG
+64.5%
+95.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -4.8% | -1.2% | -3.7% | -4.7% |
| 30D | +5.8% | -6.1% | +11.9% | +6.5% |
| 3M | +14.9% | -3.6% | +18.6% | +15.4% |
| 6M | -0.4% | +10.4% | -10.8% | -1.4% |
| YTD | +18.5% | +14.4% | +4.2% | +16.9% |
| 1Y | +25.1% | +16.5% | +8.6% | +23.2% |
| 3Y | +105.9% | +106.8% | -0.9% | +92.1% |
| 5Y | +143.0% | +108.9% | +34.1% | +125.1% |
| All | +159.7% | +64.5% | +95.3% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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