+851.8%
GLW vs GILD
+163.6%
+688.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +7.8% | -4.8% | +12.7% | +9.4% |
| 30D | -0.4% | +5.8% | -6.2% | -2.5% |
| 3M | -5.6% | +14.9% | -20.5% | -10.9% |
| 6M | +26.7% | -0.4% | +27.1% | +25.7% |
| YTD | +91.0% | +18.5% | +72.5% | +79.2% |
| 1Y | +122.4% | +25.1% | +97.3% | +104.3% |
| 3Y | +471.0% | +105.9% | +365.1% | +329.4% |
| 5Y | +385.6% | +143.0% | +242.7% | +235.2% |
| All | +851.8% | +163.6% | +688.2% | +528.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling