+142.4%
GILD vs TPR
+229.3%
-86.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.0% | -1.0% |
| 7D | -4.8% | -3.0% | -1.8% | -4.5% |
| 30D | +5.8% | -22.6% | +28.4% | +8.6% |
| 3M | +14.9% | -18.2% | +33.1% | +17.1% |
| 6M | -0.4% | -18.0% | +17.6% | +1.3% |
| YTD | +18.5% | -6.4% | +24.9% | +18.6% |
| 1Y | +25.1% | +12.3% | +12.8% | +22.5% |
| 3Y | +105.9% | +298.7% | -192.8% | +70.6% |
| All | +142.4% | +229.3% | -86.8% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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