+6,335.6%
GILD vs SPYG
+559.0%
+5,776.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | -4.8% | -0.9% | -3.9% | -4.3% |
| 30D | +5.8% | -1.5% | +7.3% | +6.8% |
| 3M | +14.9% | +3.7% | +11.2% | +11.6% |
| 6M | -0.4% | +16.4% | -16.8% | -10.5% |
| YTD | +18.5% | +13.3% | +5.2% | +8.2% |
| 1Y | +25.1% | +17.9% | +7.3% | +10.9% |
| 3Y | +105.9% | +98.3% | +7.6% | +24.2% |
| 5Y | +143.0% | +86.4% | +56.6% | +47.3% |
| 10Y | +162.4% | +421.9% | -259.5% | -30.3% |
| All | +6,335.6% | +559.0% | +5,776.6% | +1,135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling