+288.1%
TER vs GILD
+108.6%
+179.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.6% |
| 7D | +6.4% | -4.8% | +11.2% | +6.6% |
| 30D | -5.7% | +5.8% | -11.5% | -6.1% |
| 3M | -0.4% | +14.9% | -15.3% | -2.1% |
| 6M | +25.8% | -0.4% | +26.2% | +26.4% |
| YTD | +96.4% | +18.5% | +77.9% | +94.7% |
| 1Y | +229.2% | +25.1% | +204.1% | +225.4% |
| 3Y | +288.1% | +105.9% | +182.2% | +297.3% |
| All | +288.1% | +108.6% | +179.5% | +297.3% |
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 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