+159.7%
GILD vs SPYG
+424.6%
-264.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -4.8% | -0.9% | -3.9% | -4.5% |
| 30D | +5.8% | -1.5% | +7.3% | +6.4% |
| 3M | +14.9% | +3.7% | +11.2% | +12.9% |
| 6M | -0.4% | +16.4% | -16.8% | -6.6% |
| YTD | +18.5% | +13.3% | +5.2% | +12.2% |
| 1Y | +25.1% | +17.9% | +7.3% | +16.3% |
| 3Y | +105.9% | +98.3% | +7.6% | +49.1% |
| 5Y | +143.0% | +86.4% | +56.6% | +78.0% |
| All | +159.7% | +424.6% | -264.9% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling