+45.4%
GILD vs DT
-5.1%
+50.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.2% |
| 7D | +9.6% | -25.5% | +35.1% | +10.1% |
| 30D | +20.6% | -22.3% | +42.9% | +21.0% |
| 3M | +29.7% | +2.3% | +27.4% | +29.4% |
| 6M | +33.1% | +20.7% | +12.4% | +32.4% |
| YTD | +44.7% | +7.9% | +36.8% | +47.2% |
| 1Y | +45.4% | -5.7% | +51.1% | +49.7% |
| All | +45.4% | -5.1% | +50.5% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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