+1,424.3%
GILD vs XRT
+494.7%
+929.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.3% |
| 7D | -4.8% | -3.2% | -1.6% | -3.7% |
| 30D | +5.8% | -4.5% | +10.3% | +7.5% |
| 3M | +14.9% | -3.1% | +18.0% | +16.1% |
| 6M | -0.4% | +4.2% | -4.6% | -2.1% |
| YTD | +18.5% | -0.1% | +18.6% | +18.1% |
| 1Y | +25.1% | -3.0% | +28.2% | +25.8% |
| 3Y | +105.9% | +41.8% | +64.1% | +76.4% |
| 5Y | +143.0% | -1.3% | +144.3% | +131.2% |
| 10Y | +162.4% | +126.1% | +36.2% | +60.8% |
| All | +1,424.3% | +494.7% | +929.7% | +484.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling