+37.4%
GILD vs CSGP
-64.9%
+102.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | +3.7% | -4.1% | +7.7% | +4.0% |
| 30D | +14.6% | +2.3% | +12.3% | +14.4% |
| 3M | +17.7% | -8.2% | +25.8% | +16.8% |
| 6M | +3.1% | -35.1% | +38.2% | +2.1% |
| YTD | +24.5% | -54.0% | +78.6% | +24.2% |
| 1Y | +37.4% | -65.3% | +102.7% | +39.0% |
| All | +37.4% | -64.9% | +102.3% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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