+37.4%
GILD vs CAG
-13.1%
+50.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +3.7% | -3.8% | +7.4% | +4.3% |
| 30D | +14.6% | +3.1% | +11.5% | +13.9% |
| 3M | +17.7% | +23.5% | -5.8% | +13.8% |
| 6M | +3.1% | -14.8% | +18.0% | +5.3% |
| YTD | +24.5% | -5.4% | +30.0% | +26.9% |
| 1Y | +37.4% | -11.8% | +49.2% | +42.0% |
| All | +37.4% | -13.1% | +50.5% | +42.0% |
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