+40.1%
GILD vs CAG
-2.9%
+42.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.7% | -4.5% |
| 7D | +1.2% | +11.4% | -10.2% | -1.0% |
| 30D | +16.2% | +16.7% | -0.5% | +12.7% |
| 3M | +27.9% | +4.5% | +23.4% | +26.2% |
| 6M | +27.1% | +13.3% | +13.7% | +24.0% |
| YTD | +39.0% | -4.2% | +43.1% | +42.3% |
| 1Y | +40.1% | -2.9% | +43.0% | +42.3% |
| All | +40.1% | -2.9% | +42.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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