+70.3%
T vs GILD
+163.6%
-93.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.2% |
| 7D | +1.5% | -4.8% | +6.3% | +2.8% |
| 30D | +7.5% | +5.8% | +1.7% | +5.8% |
| 3M | +14.8% | +14.9% | -0.1% | +10.5% |
| 6M | -1.7% | -0.4% | -1.4% | -2.0% |
| YTD | +8.7% | +18.5% | -9.8% | +3.2% |
| 1Y | -7.5% | +25.1% | -32.6% | -13.7% |
| 3Y | +110.2% | +105.9% | +4.3% | +67.1% |
| 5Y | +71.6% | +143.0% | -71.3% | +27.9% |
| All | +70.3% | +163.6% | -93.3% | +22.3% |
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