+105.9%
GILD vs ACGL
+30.3%
+75.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -4.8% | -2.0% | -2.8% | -4.3% |
| 30D | +5.8% | -1.2% | +7.0% | +6.1% |
| 3M | +14.9% | +5.4% | +9.5% | +13.6% |
| 6M | -0.4% | +1.4% | -1.7% | -0.7% |
| YTD | +18.5% | +0.2% | +18.4% | +18.3% |
| 1Y | +25.1% | +4.1% | +21.0% | +23.7% |
| 3Y | +105.9% | +28.2% | +77.7% | +89.9% |
| All | +105.9% | +30.3% | +75.6% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling