+1,097.3%
XLI vs GILD
+18,644.2%
-17,546.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | -1.7% | -4.8% | +3.2% | -0.8% |
| 30D | -7.3% | +5.8% | -13.0% | -8.3% |
| 3M | -1.3% | +14.9% | -16.3% | -4.1% |
| 6M | +2.2% | -0.4% | +2.6% | +2.0% |
| YTD | +11.7% | +18.5% | -6.8% | +7.8% |
| 1Y | +14.3% | +25.1% | -10.9% | +9.0% |
| 3Y | +70.3% | +105.9% | -35.6% | +46.6% |
| 5Y | +82.3% | +143.0% | -60.7% | +51.5% |
| 10Y | +258.4% | +162.4% | +96.0% | +188.8% |
| All | +1,097.3% | +18,644.2% | -17,546.9% | +430.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling