+558.6%
QQQ vs GILD
+163.6%
+395.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | -0.6% | -4.8% | +4.3% | +0.8% |
| 30D | -1.2% | +5.8% | -7.0% | -2.9% |
| 3M | -0.2% | +14.9% | -15.1% | -4.5% |
| 6M | +17.9% | -0.4% | +18.3% | +17.5% |
| YTD | +16.6% | +18.5% | -1.9% | +10.0% |
| 1Y | +23.0% | +25.1% | -2.1% | +13.7% |
| 3Y | +92.9% | +105.9% | -12.9% | +48.6% |
| 5Y | +95.6% | +143.0% | -47.4% | +39.5% |
| All | +558.6% | +163.6% | +395.0% | +345.1% |
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