+24.0%
NET vs GILD
+203.8%
-179.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.0% | -4.3% | -7.4% |
| 7D | -21.2% | +1.2% | -22.4% | -21.4% |
| 30D | -31.1% | +16.2% | -47.3% | -33.7% |
| 3M | -16.5% | +27.9% | -44.4% | -21.7% |
| 6M | 0.0% | +27.1% | -27.0% | -6.1% |
| YTD | +24.0% | +39.0% | -15.0% | +14.4% |
| 1Y | +7.0% | +40.1% | -33.1% | -1.7% |
| 3Y | +279.6% | +125.7% | +153.8% | +196.8% |
| 5Y | +24.0% | +201.9% | -178.0% | -15.3% |
| All | +24.0% | +203.8% | -179.8% | -15.3% |
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