+1,624.9%
META vs GILD
+742.5%
+882.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.2% | +6.7% |
| 7D | +10.3% | -2.6% | +12.9% | +11.1% |
| 30D | +9.9% | +9.5% | +0.4% | +7.0% |
| 3M | +11.9% | +16.8% | -4.9% | +6.6% |
| 6M | +1.2% | +0.6% | +0.6% | +0.5% |
| YTD | -0.8% | +20.1% | -20.9% | -6.7% |
| 1Y | -14.3% | +29.1% | -43.4% | -21.5% |
| 3Y | +121.4% | +111.5% | +9.9% | +69.9% |
| 5Y | +74.5% | +147.6% | -73.1% | +25.7% |
| 10Y | +418.8% | +165.9% | +252.9% | +251.6% |
| All | +1,624.9% | +742.5% | +882.4% | +814.0% |
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