+33.7%
GILD vs FANG
+46.1%
-12.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +3.7% | +0.8% | +2.9% | +3.6% |
| 30D | +14.6% | +7.6% | +7.0% | +14.5% |
| 3M | +17.7% | -1.3% | +19.0% | +17.5% |
| 6M | +3.1% | +14.7% | -11.5% | +0.7% |
| YTD | +24.5% | +34.8% | -10.2% | +19.8% |
| All | +33.7% | +46.1% | -12.4% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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