+62,235.2%
GILD vs SPG
+5,195.2%
+57,039.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | +14.9% | -3.6% | +18.6% | +15.7% |
| 6M | -0.4% | +10.4% | -10.8% | -2.2% |
| YTD | +18.5% | +14.4% | +4.2% | +15.5% |
| 1Y | +25.1% | +16.5% | +8.6% | +21.5% |
| 3Y | +105.9% | +106.8% | -0.9% | +78.5% |
| 5Y | +143.0% | +108.9% | +34.1% | +107.7% |
| 10Y | +162.4% | +63.9% | +98.5% | +121.0% |
| All | +62,235.2% | +5,195.2% | +57,039.9% | +24,695.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling