+161.7%
GILD vs USB
+108.8%
+52.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -4.2% | -1.8% | -2.5% | -3.8% |
| 30D | +6.7% | -2.9% | +9.6% | +7.4% |
| 3M | +20.0% | +10.8% | +9.2% | +17.0% |
| 6M | -1.3% | +22.4% | -23.7% | -6.1% |
| YTD | +19.4% | +19.2% | +0.3% | +14.0% |
| 1Y | +28.9% | +31.9% | -3.0% | +20.0% |
| 3Y | +110.3% | +97.5% | +12.8% | +74.6% |
| 5Y | +144.8% | +40.0% | +104.8% | +117.2% |
| All | +161.7% | +108.8% | +52.9% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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