-51.7%
FIG vs GILD
+45.2%
-96.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.0% | +3.8% |
| 7D | -4.7% | +9.6% | -14.3% | -7.5% |
| 30D | +0.5% | +20.6% | -20.1% | -5.5% |
| 3M | -18.4% | +29.7% | -48.1% | -25.0% |
| 6M | +10.9% | +33.1% | -22.2% | +0.1% |
| YTD | -40.8% | +44.7% | -85.5% | -50.4% |
| 1Y | -51.7% | +45.4% | -97.1% | -60.0% |
| All | -51.7% | +45.2% | -96.9% | -60.0% |
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