+142.4%
GILD vs Z
-64.7%
+207.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.0% |
| 7D | -4.8% | -6.0% | +1.2% | -4.5% |
| 30D | +5.8% | -2.3% | +8.1% | +5.9% |
| 3M | +14.9% | -0.6% | +15.5% | +14.9% |
| 6M | -0.4% | -27.6% | +27.3% | +1.2% |
| YTD | +18.5% | -52.4% | +70.9% | +23.2% |
| 1Y | +25.1% | -63.6% | +88.7% | +32.3% |
| 3Y | +105.9% | -36.4% | +142.3% | +106.8% |
| All | +142.4% | -64.7% | +207.1% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling