+142.4%
GILD vs STT
+156.7%
-14.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | +5.8% | +1.7% | +4.0% | +5.4% |
| 3M | +14.9% | +17.9% | -3.0% | +11.6% |
| 6M | -0.4% | +55.3% | -55.6% | -8.0% |
| YTD | +18.5% | +52.7% | -34.1% | +9.5% |
| 1Y | +25.1% | +75.7% | -50.5% | +12.4% |
| 3Y | +105.9% | +197.9% | -92.0% | +66.3% |
| All | +142.4% | +156.7% | -14.3% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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