+33.6%
TSLA vs GILD
+108.6%
-75.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +3.2% | -4.8% | +8.0% | +3.8% |
| 30D | +11.6% | +5.8% | +5.8% | +10.8% |
| 3M | -8.4% | +14.9% | -23.4% | -10.2% |
| 6M | -10.4% | -0.4% | -10.0% | -10.4% |
| YTD | -18.7% | +18.5% | -37.3% | -20.6% |
| 1Y | -0.9% | +25.1% | -26.0% | -4.3% |
| 3Y | +33.6% | +105.9% | -72.3% | +21.6% |
| All | +33.6% | +108.6% | -75.0% | +21.6% |
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