+81.8%
XLI vs GILD
+142.1%
-60.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | -1.7% | -4.8% | +3.2% | -0.7% |
| 30D | -7.3% | +5.8% | -13.0% | -8.4% |
| 3M | -1.3% | +14.9% | -16.3% | -4.5% |
| 6M | +2.2% | -0.4% | +2.6% | +2.0% |
| YTD | +11.7% | +18.5% | -6.8% | +7.2% |
| 1Y | +14.3% | +25.1% | -10.9% | +8.2% |
| 3Y | +70.3% | +105.9% | -35.6% | +41.0% |
| All | +81.8% | +142.1% | -60.3% | +37.8% |
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