+798.5%
GLD vs GILD
+2,313.9%
-1,515.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -2.0% | -4.8% | +2.9% | -2.0% |
| 30D | -1.5% | +5.8% | -7.3% | -1.5% |
| 3M | +3.2% | +14.9% | -11.7% | +3.2% |
| 6M | -16.3% | -0.4% | -15.9% | -16.3% |
| YTD | +0.6% | +18.5% | -17.9% | +0.7% |
| 1Y | +19.1% | +25.1% | -6.0% | +19.2% |
| 3Y | +123.5% | +105.9% | +17.6% | +124.0% |
| 5Y | +138.5% | +143.0% | -4.5% | +139.4% |
| 10Y | +214.6% | +162.4% | +52.2% | +216.7% |
| All | +798.5% | +2,313.9% | -1,515.4% | +781.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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