+911.7%
MSFT vs GILD
+166.1%
+745.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.5% |
| 7D | +1.1% | -3.0% | +4.2% | +2.0% |
| 30D | +2.2% | +5.8% | -3.6% | +0.6% |
| 3M | +29.6% | +17.3% | +12.2% | +23.8% |
| 6M | +28.3% | +1.6% | +26.6% | +27.2% |
| YTD | +5.2% | +20.8% | -15.6% | -1.2% |
| 1Y | -0.1% | +31.1% | -31.2% | -8.7% |
| 3Y | +52.7% | +106.9% | -54.1% | +17.1% |
| 5Y | +75.7% | +146.9% | -71.3% | +23.7% |
| 10Y | +911.7% | +167.2% | +744.5% | +575.6% |
| All | +911.7% | +166.1% | +745.6% | +575.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling