+192.9%
XOM vs GILD
+163.6%
+29.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | +4.1% | -4.8% | +8.9% | +5.2% |
| 30D | +4.6% | +5.8% | -1.2% | +3.2% |
| 3M | +14.0% | +14.9% | -1.0% | +10.3% |
| 6M | +11.0% | -0.4% | +11.3% | +10.6% |
| YTD | +40.7% | +18.5% | +22.2% | +34.4% |
| 1Y | +52.3% | +25.1% | +27.2% | +43.4% |
| 3Y | +60.5% | +105.9% | -45.4% | +30.9% |
| 5Y | +266.4% | +143.0% | +123.4% | +183.0% |
| All | +192.9% | +163.6% | +29.3% | +120.5% |
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