+140.1%
GOOGL vs GILD
+142.1%
-2.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +1.9% |
| 7D | 0.0% | -4.8% | +4.8% | +0.8% |
| 30D | -1.4% | +5.8% | -7.2% | -2.3% |
| 3M | -5.3% | +14.9% | -20.3% | -7.6% |
| 6M | +9.8% | -0.4% | +10.1% | +9.7% |
| YTD | +8.4% | +18.5% | -10.2% | +4.9% |
| 1Y | +41.2% | +25.1% | +16.1% | +35.2% |
| 3Y | +149.6% | +105.9% | +43.7% | +113.7% |
| All | +140.1% | +142.1% | -2.0% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling