+145.6%
GILD vs FGI
-66.8%
+212.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | -4.8% | +12.1% | -17.0% | -4.8% |
| 30D | +5.8% | +75.7% | -69.9% | +5.7% |
| 3M | +14.9% | +31.7% | -16.8% | +14.9% |
| 6M | -0.4% | +111.5% | -111.8% | -0.3% |
| YTD | +18.5% | +45.8% | -27.3% | +18.6% |
| 1Y | +25.1% | +112.5% | -87.4% | +25.5% |
| 3Y | +105.9% | +8.5% | +97.4% | +108.1% |
| All | +145.6% | -66.8% | +212.3% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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