+32,991.5%
GILD vs UL
+1,767.4%
+31,224.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -4.8% | -3.4% | -1.4% | -3.7% |
| 30D | +5.8% | +0.5% | +5.3% | +5.6% |
| 3M | +14.9% | +7.2% | +7.7% | +12.0% |
| 6M | -0.4% | -3.1% | +2.7% | +0.2% |
| YTD | +18.5% | -2.7% | +21.2% | +19.1% |
| 1Y | +25.1% | -10.2% | +35.4% | +28.9% |
| 3Y | +105.9% | +20.3% | +85.6% | +90.5% |
| 5Y | +143.0% | +19.9% | +123.0% | +121.9% |
| 10Y | +162.4% | +66.5% | +95.9% | +106.6% |
| All | +32,991.5% | +1,767.4% | +31,224.1% | +12,018.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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