+105.2%
TQQQ vs GILD
+142.1%
-37.0%
-81.7%
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% | +3.0% |
| 7D | -1.9% | -4.8% | +2.9% | +0.7% |
| 30D | -4.9% | +5.8% | -10.6% | -8.0% |
| 3M | -6.4% | +14.9% | -21.3% | -14.9% |
| 6M | +44.4% | -0.4% | +44.8% | +43.5% |
| YTD | +35.2% | +18.5% | +16.6% | +19.8% |
| 1Y | +49.5% | +25.1% | +24.4% | +27.0% |
| 3Y | +250.7% | +105.9% | +144.8% | +97.1% |
| All | +105.2% | +142.1% | -37.0% | -15.5% |
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