+216.4%
TER vs GILD
+142.1%
+74.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.7% |
| 7D | +6.4% | -4.8% | +11.2% | +7.3% |
| 30D | -5.7% | +5.8% | -11.5% | -6.9% |
| 3M | -0.4% | +14.9% | -15.3% | -4.3% |
| 6M | +25.8% | -0.4% | +26.2% | +25.7% |
| YTD | +96.4% | +18.5% | +77.9% | +88.4% |
| 1Y | +229.2% | +25.1% | +204.1% | +211.5% |
| 3Y | +288.1% | +105.9% | +182.2% | +222.1% |
| All | +216.4% | +142.1% | +74.3% | +126.3% |
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 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