+253.9%
XLI vs GILD
+163.6%
+90.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.3% |
| 7D | -1.7% | -4.8% | +3.2% | -0.4% |
| 30D | -7.3% | +5.8% | -13.0% | -8.7% |
| 3M | -1.3% | +14.9% | -16.3% | -5.2% |
| 6M | +2.2% | -0.4% | +2.6% | +1.9% |
| YTD | +11.7% | +18.5% | -6.8% | +6.1% |
| 1Y | +14.3% | +25.1% | -10.9% | +6.8% |
| 3Y | +70.3% | +105.9% | -35.6% | +36.0% |
| 5Y | +82.3% | +143.0% | -60.7% | +36.8% |
| All | +253.9% | +163.6% | +90.3% | +154.7% |
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