+38.0%
GEV vs GILD
+40.5%
-2.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.0% | -3.5% | -8.1% |
| 7D | -13.2% | +1.2% | -14.4% | -12.9% |
| 30D | -25.1% | +16.2% | -41.3% | -23.7% |
| 3M | -24.3% | +27.9% | -52.2% | -22.8% |
| 6M | -29.6% | +27.1% | -56.6% | -27.9% |
| YTD | +18.2% | +39.0% | -20.8% | +23.5% |
| 1Y | +38.0% | +40.1% | -2.1% | +44.7% |
| All | +38.0% | +40.5% | -2.5% | +44.7% |
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