+110.2%
T vs GILD
+108.6%
+1.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.1% |
| 7D | +1.5% | -4.8% | +6.3% | +2.2% |
| 30D | +7.5% | +5.8% | +1.7% | +6.5% |
| 3M | +14.8% | +14.9% | -0.1% | +12.3% |
| 6M | -1.7% | -0.4% | -1.4% | -1.9% |
| YTD | +8.7% | +18.5% | -9.8% | +5.6% |
| 1Y | -7.5% | +25.1% | -32.6% | -11.0% |
| 3Y | +110.2% | +105.9% | +4.3% | +80.4% |
| All | +110.2% | +108.6% | +1.7% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling