+159.7%
GILD vs TRV
+306.9%
-147.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.8% | -1.3% |
| 7D | -4.8% | +1.9% | -6.8% | -5.3% |
| 30D | +5.8% | +1.7% | +4.1% | +5.3% |
| 3M | +14.9% | +23.9% | -9.0% | +8.3% |
| 6M | -0.4% | +26.3% | -26.6% | -6.7% |
| YTD | +18.5% | +30.8% | -12.3% | +9.9% |
| 1Y | +25.1% | +36.3% | -11.2% | +14.6% |
| 3Y | +105.9% | +145.0% | -39.1% | +59.6% |
| 5Y | +143.0% | +163.9% | -20.9% | +83.6% |
| All | +159.7% | +306.9% | -147.2% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling