+148.9%
GILD vs FGI
-69.1%
+218.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.7% |
| 7D | -2.6% | +14.7% | -17.3% | -2.7% |
| 30D | +9.5% | +67.0% | -57.5% | +9.4% |
| 3M | +16.8% | +31.0% | -14.2% | +16.8% |
| 6M | +0.6% | +126.8% | -126.3% | +0.6% |
| YTD | +20.1% | +35.6% | -15.5% | +20.2% |
| 1Y | +29.1% | +108.9% | -79.8% | +29.4% |
| 3Y | +111.5% | -0.3% | +111.8% | +113.9% |
| All | +148.9% | -69.1% | +218.0% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling