+32,991.5%
GILD vs TAP
+683.2%
+32,308.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.0% |
| 7D | -4.8% | -3.9% | -0.9% | -4.1% |
| 30D | +5.8% | -5.3% | +11.0% | +6.8% |
| 3M | +14.9% | -3.8% | +18.7% | +15.7% |
| 6M | -0.4% | -11.4% | +11.0% | +1.6% |
| YTD | +18.5% | -13.7% | +32.3% | +21.3% |
| 1Y | +25.1% | -17.2% | +42.3% | +28.8% |
| 3Y | +105.9% | -33.1% | +139.0% | +119.1% |
| 5Y | +143.0% | +0.8% | +142.2% | +136.7% |
| 10Y | +162.4% | -49.8% | +212.2% | +181.1% |
| All | +32,991.5% | +683.2% | +32,308.3% | +23,287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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