+68.6%
MA vs GILD
+142.1%
-73.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | -1.7% | -4.8% | +3.1% | -0.6% |
| 30D | +1.7% | +5.8% | -4.1% | +0.3% |
| 3M | +17.2% | +14.9% | +2.3% | +13.2% |
| 6M | +13.3% | -0.4% | +13.7% | +13.1% |
| YTD | +0.2% | +18.5% | -18.3% | -4.5% |
| 1Y | -2.7% | +25.1% | -27.8% | -8.7% |
| 3Y | +39.1% | +105.9% | -66.8% | +13.1% |
| All | +68.6% | +142.1% | -73.6% | +22.1% |
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 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