+1,449.6%
NET vs GILD
+191.4%
+1,258.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -7.0% | +3.7% | -10.6% | -7.9% |
| 30D | -4.8% | +14.6% | -19.4% | -8.1% |
| 3M | +3.8% | +17.7% | -13.8% | -0.5% |
| 6M | +50.0% | +3.1% | +46.9% | +48.4% |
| YTD | +41.5% | +24.5% | +16.9% | +33.8% |
| 1Y | +32.8% | +37.4% | -4.6% | +22.3% |
| 3Y | +335.9% | +117.4% | +218.5% | +242.8% |
| 5Y | +113.8% | +151.9% | -38.0% | +57.5% |
| All | +1,449.6% | +191.4% | +1,258.1% | +979.2% |
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