+28,940.2%
GILD vs ACGL
+4,341.5%
+24,598.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -4.2% | -3.6% | -0.6% | -3.5% |
| 30D | +6.7% | -2.1% | +8.8% | +7.1% |
| 3M | +20.0% | +5.4% | +14.6% | +18.6% |
| 6M | -1.3% | 0.0% | -1.3% | -1.4% |
| YTD | +19.4% | +0.3% | +19.1% | +19.1% |
| 1Y | +28.9% | +6.2% | +22.7% | +26.9% |
| 3Y | +110.3% | +30.9% | +79.4% | +96.0% |
| 5Y | +144.8% | +159.8% | -15.0% | +95.8% |
| 10Y | +164.4% | +276.6% | -112.3% | +88.9% |
| All | +28,940.2% | +4,341.5% | +24,598.7% | +15,227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling