+135.9%
WMT vs GILD
+142.1%
-6.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | 0.0% | -4.8% | +4.8% | +0.9% |
| 30D | -7.4% | +5.8% | -13.2% | -8.3% |
| 3M | -10.9% | +14.9% | -25.8% | -13.1% |
| 6M | -12.7% | -0.4% | -12.3% | -12.8% |
| YTD | -3.2% | +18.5% | -21.7% | -6.1% |
| 1Y | +5.3% | +25.1% | -19.9% | +0.9% |
| 3Y | +101.9% | +105.9% | -4.0% | +74.6% |
| All | +135.9% | +142.1% | -6.2% | +96.2% |
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