+37.4%
GILD vs DT
+4.0%
+33.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +3.6% | -3.3% | +6.9% | +3.7% |
| 30D | +14.6% | +2.0% | +12.6% | +14.4% |
| 3M | +17.7% | +20.0% | -2.3% | +16.8% |
| 6M | +3.1% | +39.3% | -36.2% | +2.1% |
| YTD | +24.5% | +19.8% | +4.8% | +26.3% |
| 1Y | +37.4% | +4.3% | +33.1% | +41.7% |
| All | +37.4% | +4.0% | +33.4% | +41.7% |
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