+2,043.6%
GS vs GILD
+15,012.2%
-12,968.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +2.4% | -2.6% | +5.1% | +3.2% |
| 30D | -0.1% | +9.5% | -9.5% | -2.5% |
| 3M | +0.2% | +16.8% | -16.6% | -4.3% |
| 6M | +24.8% | +0.6% | +24.2% | +24.0% |
| YTD | +18.8% | +20.1% | -1.4% | +11.9% |
| 1Y | +37.3% | +29.1% | +8.2% | +26.7% |
| 3Y | +237.9% | +111.5% | +126.4% | +168.1% |
| 5Y | +187.0% | +147.6% | +39.5% | +116.6% |
| 10Y | +650.5% | +165.9% | +484.6% | +440.5% |
| All | +2,043.6% | +15,012.2% | -12,968.6% | +479.1% |
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