-35.9%
APP vs GILD
+36.9%
-72.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.2% |
| 7D | +0.9% | +3.6% | -2.8% | +1.4% |
| 30D | -23.3% | +14.6% | -37.9% | -21.7% |
| 3M | -42.6% | +17.7% | -60.3% | -41.1% |
| 6M | -33.6% | +3.1% | -36.7% | -34.5% |
| YTD | -52.4% | +24.5% | -77.0% | -48.9% |
| 1Y | -35.9% | +37.4% | -73.3% | -31.7% |
| All | -35.9% | +36.9% | -72.8% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling