-55.8%
FIG vs GILD
+36.9%
-92.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.3% |
| 7D | -16.3% | +3.7% | -20.0% | -17.6% |
| 30D | -14.3% | +14.6% | -28.9% | -19.0% |
| 3M | +7.2% | +17.7% | -10.5% | +0.3% |
| 6M | -18.6% | +3.1% | -21.8% | -22.3% |
| YTD | -35.5% | +24.5% | -60.0% | -45.8% |
| 1Y | -55.8% | +37.4% | -93.2% | -67.3% |
| All | -55.8% | +36.9% | -92.7% | -67.3% |
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