+37.4%
GILD vs ACGL
+4.8%
+32.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +3.6% | -0.7% | +4.4% | +3.9% |
| 30D | +14.6% | -1.0% | +15.6% | +14.9% |
| 3M | +17.7% | +11.0% | +6.6% | +14.3% |
| 6M | +3.1% | -0.3% | +3.4% | +3.0% |
| YTD | +24.5% | +2.3% | +22.3% | +23.3% |
| 1Y | +37.4% | +6.4% | +31.0% | +34.2% |
| All | +37.4% | +4.8% | +32.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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