-2.0%
TLT vs GILD
+108.6%
-110.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -1.6% | -4.8% | +3.2% | -1.3% |
| 30D | -1.1% | +5.8% | -6.9% | -1.5% |
| 3M | -4.9% | +14.9% | -19.8% | -5.8% |
| 6M | -5.0% | -0.4% | -4.7% | -5.1% |
| YTD | -4.4% | +18.5% | -22.9% | -5.7% |
| 1Y | -6.4% | +25.1% | -31.5% | -8.1% |
| 3Y | -2.0% | +105.9% | -107.9% | -10.4% |
| All | -2.0% | +108.6% | -110.6% | -10.4% |
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