+7,189.5%
GILD vs TPR
+6,996.8%
+192.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -4.2% | -5.1% | +0.9% | -3.3% |
| 30D | +6.7% | -27.6% | +34.2% | +12.7% |
| 3M | +20.0% | -17.5% | +37.5% | +23.5% |
| 6M | -1.3% | -21.3% | +20.0% | +2.2% |
| YTD | +19.4% | -8.5% | +27.9% | +20.0% |
| 1Y | +28.9% | +11.5% | +17.5% | +24.3% |
| 3Y | +110.3% | +288.0% | -177.7% | +55.6% |
| 5Y | +144.8% | +225.2% | -80.3% | +81.1% |
| 10Y | +164.4% | +314.4% | -150.0% | +66.3% |
| All | +7,189.5% | +6,996.8% | +192.7% | +1,767.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling