+159.7%
GILD vs XRT
+128.2%
+31.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.1% |
| 7D | -4.8% | -3.2% | -1.6% | -4.1% |
| 30D | +5.8% | -4.5% | +10.3% | +6.9% |
| 3M | +14.9% | -3.1% | +18.0% | +15.7% |
| 6M | -0.4% | +4.2% | -4.6% | -1.4% |
| YTD | +18.5% | -0.1% | +18.6% | +18.3% |
| 1Y | +25.1% | -3.0% | +28.2% | +25.6% |
| 3Y | +105.9% | +41.8% | +64.1% | +86.9% |
| 5Y | +143.0% | -1.3% | +144.3% | +135.3% |
| All | +159.7% | +128.2% | +31.5% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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