+1,779.8%
TSM vs GILD
+163.6%
+1,616.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +1.0% | -4.8% | +5.8% | +1.9% |
| 30D | +1.0% | +5.8% | -4.8% | -0.2% |
| 3M | +2.9% | +14.9% | -12.0% | -0.3% |
| 6M | +22.8% | -0.4% | +23.2% | +22.5% |
| YTD | +43.3% | +18.5% | +24.8% | +37.7% |
| 1Y | +69.2% | +25.1% | +44.1% | +60.3% |
| 3Y | +404.5% | +105.9% | +298.6% | +319.5% |
| 5Y | +282.2% | +143.0% | +139.2% | +197.3% |
| All | +1,779.8% | +163.6% | +1,616.2% | +1,283.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling