-55.4%
APP vs GILD
+45.2%
-100.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +11.1% |
| 7D | +4.5% | +9.6% | -5.1% | +5.7% |
| 30D | -3.6% | +20.6% | -24.3% | -1.3% |
| 3M | -35.3% | +29.7% | -65.0% | -32.7% |
| 6M | -42.8% | +33.1% | -75.9% | -40.2% |
| YTD | -59.7% | +44.7% | -104.4% | -53.6% |
| 1Y | -55.4% | +45.4% | -100.7% | -48.0% |
| All | -55.4% | +45.2% | -100.5% | -48.0% |
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