+38,746.6%
GILD vs SPY
+3,067.3%
+35,679.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.5% |
| 7D | -4.8% | -0.8% | -4.1% | -4.2% |
| 30D | +5.8% | -1.1% | +6.8% | +6.7% |
| 3M | +14.9% | +3.9% | +11.1% | +10.9% |
| 6M | -0.4% | +13.6% | -14.0% | -11.1% |
| YTD | +18.5% | +12.7% | +5.9% | +6.4% |
| 1Y | +25.1% | +17.5% | +7.6% | +8.1% |
| 3Y | +105.9% | +76.9% | +29.0% | +21.0% |
| 5Y | +143.0% | +83.6% | +59.4% | +33.9% |
| 10Y | +162.4% | +320.7% | -158.3% | -37.8% |
| All | +38,746.6% | +3,067.3% | +35,679.2% | +1,090.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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