-0.4%
GILD vs ALB
-28.1%
+27.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | -0.7% |
| 7D | -4.8% | -6.6% | +1.8% | -4.8% |
| 30D | +5.8% | -8.1% | +13.9% | +5.7% |
| 3M | +14.9% | -25.7% | +40.6% | +15.7% |
| 6M | -0.4% | -29.5% | +29.1% | -0.7% |
| All | -0.4% | -28.1% | +27.8% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 6mo: compounded portfolio wealth divided by compounded ALB 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…
6mo analysis · Full analysis span regression · 6 months rolling