+45.4%
GILD vs DG
+45.3%
+0.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.5% | -4.3% | +2.9% |
| 7D | +9.6% | +12.3% | -2.7% | +7.7% |
| 30D | +20.6% | +19.3% | +1.3% | +17.8% |
| 3M | +29.7% | +11.9% | +17.9% | +27.5% |
| 6M | +33.1% | +25.0% | +8.1% | +29.8% |
| YTD | +44.7% | +8.7% | +36.0% | +42.2% |
| 1Y | +45.4% | +44.7% | +0.7% | +45.9% |
| All | +45.4% | +45.3% | +0.1% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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