+105.9%
GILD vs U
+14.9%
+91.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.2% | -0.8% |
| 7D | -4.8% | +5.5% | -10.3% | -4.8% |
| 30D | +5.8% | -1.3% | +7.1% | +5.8% |
| 3M | +14.9% | +64.6% | -49.7% | +14.9% |
| 6M | -0.4% | +119.4% | -119.7% | -0.4% |
| YTD | +18.5% | -0.5% | +19.0% | +19.5% |
| 1Y | +25.1% | +1.3% | +23.8% | +25.9% |
| 3Y | +105.9% | +15.6% | +90.3% | +91.3% |
| All | +105.9% | +14.9% | +91.0% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 3y: compounded portfolio wealth divided by compounded U 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…
3y analysis · Full analysis span regression · 6 months rolling