+142.4%
GILD vs SPG
+106.0%
+36.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -4.8% | -1.2% | -3.7% | -4.6% |
| 30D | +5.8% | -6.1% | +11.9% | +7.5% |
| 3M | +14.9% | -3.6% | +18.6% | +16.0% |
| 6M | -0.4% | +10.4% | -10.8% | -2.9% |
| YTD | +18.5% | +14.4% | +4.2% | +14.6% |
| 1Y | +25.1% | +16.5% | +8.6% | +20.3% |
| 3Y | +105.9% | +106.8% | -0.9% | +70.2% |
| All | +142.4% | +106.0% | +36.4% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling