+143.3%
DELL vs GILD
+45.2%
+98.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.2% | -13.0% | -8.0% |
| 7D | -24.6% | +9.6% | -34.2% | -23.3% |
| 30D | -32.5% | +20.6% | -53.1% | -31.0% |
| 3M | -20.2% | +29.7% | -49.9% | -18.9% |
| 6M | +76.5% | +33.1% | +43.4% | +77.9% |
| YTD | +198.9% | +44.7% | +154.2% | +204.9% |
| 1Y | +143.3% | +45.4% | +98.0% | +147.9% |
| All | +143.3% | +45.2% | +98.1% | +147.9% |
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