+142.4%
GILD vs FDS
-29.0%
+171.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.6% |
| 7D | -4.8% | -14.0% | +9.2% | -2.7% |
| 30D | +5.8% | -6.2% | +12.0% | +6.7% |
| 3M | +14.9% | +10.2% | +4.8% | +13.1% |
| 6M | -0.4% | +27.4% | -27.8% | -4.8% |
| YTD | +18.5% | -9.3% | +27.8% | +21.1% |
| 1Y | +25.1% | -28.6% | +53.8% | +35.2% |
| 3Y | +105.9% | -36.8% | +142.7% | +127.6% |
| All | +142.4% | -29.0% | +171.5% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling