+2,085.4%
KO vs GILD
+38,746.6%
-36,661.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +0.2% | -4.8% | +5.1% | +0.6% |
| 30D | +1.8% | +5.8% | -4.0% | +1.4% |
| 3M | +7.7% | +14.9% | -7.3% | +6.5% |
| 6M | +15.3% | -0.4% | +15.6% | +15.2% |
| YTD | +28.0% | +18.5% | +9.4% | +26.2% |
| 1Y | +34.3% | +25.1% | +9.1% | +31.8% |
| 3Y | +63.8% | +105.9% | -42.1% | +54.4% |
| 5Y | +84.1% | +143.0% | -58.9% | +71.2% |
| 10Y | +185.4% | +162.4% | +23.0% | +162.3% |
| All | +2,085.4% | +38,746.6% | -36,661.2% | +1,452.1% |
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