+45.4%
GILD vs CFG
+34.2%
+11.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.8% |
| 7D | +9.6% | +1.8% | +7.8% | +9.3% |
| 30D | +20.6% | +3.3% | +17.3% | +20.0% |
| 3M | +29.7% | -9.8% | +39.6% | +31.7% |
| 6M | +33.1% | +5.2% | +27.9% | +31.4% |
| YTD | +44.7% | +16.1% | +28.6% | +38.7% |
| 1Y | +45.4% | +33.7% | +11.7% | +36.5% |
| All | +45.4% | +34.2% | +11.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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