+69.5%
T vs GILD
+142.1%
-72.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.2% |
| 7D | +1.5% | -4.8% | +6.3% | +2.6% |
| 30D | +7.5% | +5.8% | +1.7% | +6.1% |
| 3M | +14.8% | +14.9% | -0.1% | +11.2% |
| 6M | -1.7% | -0.4% | -1.4% | -2.0% |
| YTD | +8.7% | +18.5% | -9.8% | +4.0% |
| 1Y | -7.5% | +25.1% | -32.6% | -12.8% |
| 3Y | +110.2% | +105.9% | +4.3% | +69.5% |
| All | +69.5% | +142.1% | -72.6% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling