+205.8%
RSP vs GILD
+163.6%
+42.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -1.9% | -4.8% | +2.9% | -0.6% |
| 30D | -2.8% | +5.8% | -8.6% | -4.4% |
| 3M | +2.8% | +14.9% | -12.1% | -1.3% |
| 6M | +10.2% | -0.4% | +10.6% | +9.9% |
| YTD | +13.1% | +18.5% | -5.4% | +7.1% |
| 1Y | +14.8% | +25.1% | -10.4% | +6.7% |
| 3Y | +52.6% | +105.9% | -53.3% | +20.4% |
| 5Y | +51.6% | +143.0% | -91.4% | +12.0% |
| All | +205.8% | +163.6% | +42.2% | +117.0% |
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