+34,667.7%
GILD vs USB
+6,402.5%
+28,265.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +3.7% | +1.4% | +2.2% | +3.3% |
| 30D | +14.6% | -1.3% | +15.9% | +14.9% |
| 3M | +17.7% | +15.2% | +2.4% | +13.3% |
| 6M | +3.1% | +18.8% | -15.7% | -1.6% |
| YTD | +24.5% | +21.0% | +3.5% | +17.9% |
| 1Y | +37.4% | +34.0% | +3.4% | +26.5% |
| 3Y | +117.4% | +95.3% | +22.1% | +78.5% |
| 5Y | +151.9% | +40.4% | +111.5% | +120.2% |
| 10Y | +179.8% | +107.3% | +72.5% | +110.5% |
| All | +34,667.7% | +6,402.5% | +28,265.3% | +14,337.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling