+105.9%
GILD vs AUR
+84.2%
+21.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -0.8% |
| 7D | -4.8% | +1.4% | -6.2% | -4.8% |
| 30D | +5.8% | -6.4% | +12.2% | +5.8% |
| 3M | +14.9% | +7.7% | +7.2% | +14.6% |
| 6M | -0.4% | +44.5% | -44.8% | -1.4% |
| YTD | +18.5% | +67.4% | -48.9% | +16.9% |
| 1Y | +25.1% | +15.4% | +9.7% | +24.2% |
| 3Y | +105.9% | +94.8% | +11.0% | +95.4% |
| All | +105.9% | +84.2% | +21.7% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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