+116.1%
PG vs GILD
+163.6%
-47.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -0.8% | -4.8% | +4.0% | +0.4% |
| 30D | +0.8% | +5.8% | -5.0% | -0.6% |
| 3M | -1.3% | +14.9% | -16.3% | -4.7% |
| 6M | -3.8% | -0.4% | -3.5% | -4.0% |
| YTD | +3.6% | +18.5% | -14.9% | -1.1% |
| 1Y | -5.7% | +25.1% | -30.8% | -11.4% |
| 3Y | +1.6% | +105.9% | -104.3% | -16.8% |
| 5Y | +14.6% | +143.0% | -128.4% | -10.9% |
| All | +116.1% | +163.6% | -47.5% | +65.5% |
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