+159.7%
GILD vs FERG
+351.3%
-191.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -4.8% | -2.6% | -2.3% | -4.7% |
| 30D | +5.8% | -8.9% | +14.7% | +6.4% |
| 3M | +14.9% | -2.0% | +17.0% | +15.0% |
| 6M | -0.4% | -3.2% | +2.8% | -0.3% |
| YTD | +18.5% | +1.5% | +17.0% | +18.2% |
| 1Y | +25.1% | +0.5% | +24.6% | +24.8% |
| 3Y | +105.9% | +50.4% | +55.5% | +98.6% |
| 5Y | +143.0% | +68.7% | +74.3% | +130.7% |
| All | +159.7% | +351.3% | -191.6% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling