+1,537.1%
SOXX vs GILD
+163.6%
+1,373.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.1% |
| 7D | +1.4% | -4.8% | +6.2% | +2.8% |
| 30D | -3.6% | +5.8% | -9.4% | -5.3% |
| 3M | -10.2% | +14.9% | -25.1% | -14.6% |
| 6M | +54.2% | -0.4% | +54.6% | +53.3% |
| YTD | +75.2% | +18.5% | +56.7% | +64.3% |
| 1Y | +107.5% | +25.1% | +82.4% | +90.6% |
| 3Y | +226.8% | +105.9% | +120.9% | +147.1% |
| 5Y | +251.2% | +143.0% | +108.2% | +144.1% |
| All | +1,537.1% | +163.6% | +1,373.5% | +978.5% |
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