+53.3%
V vs GILD
+108.6%
-55.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | -1.2% | -4.8% | +3.6% | -0.3% |
| 30D | +3.1% | +5.8% | -2.7% | +2.0% |
| 3M | +16.3% | +14.9% | +1.4% | +13.2% |
| 6M | +20.4% | -0.4% | +20.7% | +20.2% |
| YTD | +6.3% | +18.5% | -12.3% | +2.4% |
| 1Y | +8.7% | +25.1% | -16.4% | +3.5% |
| 3Y | +53.3% | +105.9% | -52.6% | +33.6% |
| All | +53.3% | +108.6% | -55.3% | +33.6% |
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