+3,343.4%
STX vs GILD
+163.6%
+3,179.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -3.5% |
| 7D | -2.3% | -4.8% | +2.6% | -1.0% |
| 30D | -5.5% | +5.8% | -11.2% | -7.2% |
| 3M | -4.3% | +14.9% | -19.2% | -9.3% |
| 6M | +115.6% | -0.4% | +116.0% | +113.9% |
| YTD | +202.2% | +18.5% | +183.7% | +183.5% |
| 1Y | +325.3% | +25.1% | +300.2% | +290.9% |
| 3Y | +1,283.9% | +105.9% | +1,178.0% | +960.7% |
| 5Y | +1,048.3% | +143.0% | +905.3% | +712.9% |
| All | +3,343.4% | +163.6% | +3,179.8% | +2,151.0% |
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