+3,069.6%
SPY vs GILD
+39,906.2%
-36,836.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | -0.8% | -4.8% | +4.1% | -0.1% |
| 30D | -1.1% | +5.8% | -6.8% | -1.9% |
| 3M | +3.9% | +14.9% | -11.1% | +1.6% |
| 6M | +13.6% | -0.4% | +14.0% | +13.4% |
| YTD | +12.7% | +18.5% | -5.9% | +9.5% |
| 1Y | +17.5% | +25.1% | -7.6% | +13.2% |
| 3Y | +76.9% | +105.9% | -29.0% | +57.3% |
| 5Y | +83.6% | +143.0% | -59.4% | +58.9% |
| 10Y | +320.7% | +162.4% | +158.3% | +255.9% |
| All | +3,069.6% | +39,906.2% | -36,836.6% | +1,446.1% |
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 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