+32,991.5%
GILD vs SPGI
+11,094.6%
+21,896.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -4.8% | -7.4% | +2.6% | -2.5% |
| 30D | +5.8% | +0.4% | +5.4% | +5.6% |
| 3M | +14.9% | +5.3% | +9.7% | +12.7% |
| 6M | -0.4% | +1.7% | -2.0% | -1.5% |
| YTD | +18.5% | -16.4% | +34.9% | +23.7% |
| 1Y | +25.1% | -20.5% | +45.6% | +32.4% |
| 3Y | +105.9% | +14.2% | +91.7% | +91.7% |
| 5Y | +143.0% | +0.6% | +142.4% | +131.1% |
| 10Y | +162.4% | +289.2% | -126.8% | +49.8% |
| All | +32,991.5% | +11,094.6% | +21,896.9% | +5,682.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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