+145.8%
GOOG vs GILD
+108.6%
+37.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | 0.0% | -4.8% | +4.9% | +0.5% |
| 30D | -2.0% | +5.8% | -7.7% | -2.5% |
| 3M | -5.9% | +14.9% | -20.8% | -7.1% |
| 6M | +8.9% | -0.4% | +9.3% | +8.8% |
| YTD | +7.1% | +18.5% | -11.4% | +5.5% |
| 1Y | +39.7% | +25.1% | +14.6% | +36.8% |
| 3Y | +145.8% | +105.9% | +40.0% | +131.4% |
| All | +145.8% | +108.6% | +37.3% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling