+1,393.1%
NET vs GILD
+223.9%
+1,169.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +10.0% |
| 7D | -4.3% | -2.2% | -2.0% | -3.7% |
| 30D | -21.6% | +13.6% | -35.3% | -24.3% |
| 3M | -5.5% | +28.3% | -33.8% | -11.6% |
| 6M | +8.1% | +23.9% | -15.8% | +1.9% |
| YTD | +36.3% | +38.4% | -2.1% | +25.2% |
| 1Y | +19.0% | +38.6% | -19.6% | +9.0% |
| 3Y | +325.8% | +126.1% | +199.8% | +232.8% |
| 5Y | +36.2% | +200.7% | -164.5% | -4.4% |
| All | +1,393.1% | +223.9% | +1,169.1% | +909.6% |
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