+105.9%
GILD vs FANG
+45.3%
+60.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.8% | +2.9% | -7.7% | -4.9% |
| 30D | +5.8% | +2.6% | +3.2% | +5.6% |
| 3M | +14.9% | +7.6% | +7.4% | +14.4% |
| 6M | -0.4% | +17.3% | -17.7% | -1.7% |
| YTD | +18.5% | +38.7% | -20.1% | +15.6% |
| 1Y | +25.1% | +51.6% | -26.5% | +21.2% |
| 3Y | +105.9% | +50.0% | +55.9% | +94.5% |
| All | +105.9% | +45.3% | +60.6% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling