+83.7%
IVV vs GILD
+142.1%
-58.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.8% | -4.8% | +4.0% | +0.2% |
| 30D | -1.1% | +5.8% | -6.8% | -2.2% |
| 3M | +3.9% | +14.9% | -11.0% | +0.8% |
| 6M | +13.6% | -0.4% | +14.0% | +13.5% |
| YTD | +12.7% | +18.5% | -5.8% | +8.2% |
| 1Y | +17.6% | +25.1% | -7.5% | +11.3% |
| 3Y | +77.3% | +105.9% | -28.6% | +46.2% |
| All | +83.7% | +142.1% | -58.5% | +36.5% |
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