+2,737.4%
PG vs GILD
+38,746.6%
-36,009.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -0.8% | -4.8% | +4.0% | -0.4% |
| 30D | +0.8% | +5.8% | -5.0% | +0.4% |
| 3M | -1.3% | +14.9% | -16.3% | -2.5% |
| 6M | -3.8% | -0.4% | -3.5% | -3.9% |
| YTD | +3.6% | +18.5% | -14.9% | +2.1% |
| 1Y | -5.7% | +25.1% | -30.8% | -7.6% |
| 3Y | +1.6% | +105.9% | -104.3% | -4.5% |
| 5Y | +14.6% | +143.0% | -128.4% | +6.2% |
| 10Y | +121.2% | +162.4% | -41.2% | +102.6% |
| All | +2,737.4% | +38,746.6% | -36,009.1% | +1,829.5% |
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 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