+32,991.5%
GILD vs STT
+4,584.3%
+28,407.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | +5.8% | +1.7% | +4.0% | +5.3% |
| 3M | +14.9% | +17.9% | -3.0% | +10.0% |
| 6M | -0.4% | +55.3% | -55.6% | -11.3% |
| YTD | +18.5% | +52.7% | -34.1% | +5.6% |
| 1Y | +25.1% | +75.7% | -50.5% | +7.3% |
| 3Y | +105.9% | +197.9% | -92.0% | +52.3% |
| 5Y | +143.0% | +158.8% | -15.8% | +80.3% |
| 10Y | +162.4% | +269.3% | -106.9% | +65.2% |
| All | +32,991.5% | +4,584.3% | +28,407.3% | +6,535.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling