+1,258.4%
NET vs GILD
+225.2%
+1,033.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.0% | -4.3% | -7.3% |
| 7D | -21.2% | +1.2% | -22.4% | -21.5% |
| 30D | -31.1% | +16.2% | -47.3% | -33.9% |
| 3M | -16.5% | +27.9% | -44.4% | -21.9% |
| 6M | 0.0% | +27.1% | -27.0% | -6.2% |
| YTD | +24.0% | +39.0% | -15.0% | +13.8% |
| 1Y | +7.0% | +40.1% | -33.1% | -2.2% |
| 3Y | +279.6% | +125.7% | +153.8% | +197.0% |
| 5Y | +24.0% | +201.9% | -178.0% | -13.1% |
| All | +1,258.4% | +225.2% | +1,033.1% | +817.7% |
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