+142.4%
GILD vs SPOT
+113.7%
+28.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.8% |
| 7D | -4.8% | -3.1% | -1.7% | -4.7% |
| 30D | +5.8% | +7.4% | -1.6% | +5.4% |
| 3M | +14.9% | +8.2% | +6.8% | +14.5% |
| 6M | -0.4% | +2.2% | -2.6% | -0.6% |
| YTD | +18.5% | -9.5% | +28.0% | +18.8% |
| 1Y | +25.1% | -23.8% | +49.0% | +26.4% |
| 3Y | +105.9% | +233.5% | -127.6% | +88.9% |
| All | +142.4% | +113.7% | +28.7% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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