+71.3%
V vs GILD
+142.1%
-70.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | -1.2% | -4.8% | +3.6% | -0.1% |
| 30D | +3.1% | +5.8% | -2.7% | +1.6% |
| 3M | +16.3% | +14.9% | +1.4% | +12.4% |
| 6M | +20.4% | -0.4% | +20.7% | +20.1% |
| YTD | +6.3% | +18.5% | -12.3% | +1.3% |
| 1Y | +8.7% | +25.1% | -16.4% | +2.0% |
| 3Y | +53.3% | +105.9% | -52.6% | +24.8% |
| All | +71.3% | +142.1% | -70.8% | +26.1% |
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