+40.1%
GILD vs BTDR
-75.7%
+115.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -18.7% | +14.7% | -3.9% |
| 7D | +1.2% | -29.9% | +31.1% | +1.3% |
| 30D | +16.2% | -51.3% | +67.5% | +16.7% |
| 3M | +27.9% | -52.0% | +79.9% | +28.4% |
| 6M | +27.1% | -57.5% | +84.5% | +27.8% |
| YTD | +39.0% | -52.6% | +91.6% | +39.9% |
| 1Y | +40.1% | -76.0% | +116.0% | +34.5% |
| All | +40.1% | -75.7% | +115.7% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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