+45.4%
GILD vs FIX
+14.3%
+31.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -15.1% | +19.3% | +3.5% |
| 7D | +9.6% | -18.9% | +28.5% | +8.9% |
| 30D | +20.6% | -36.3% | +56.9% | +19.4% |
| 3M | +29.7% | -38.5% | +68.2% | +28.4% |
| 6M | +33.1% | -42.3% | +75.4% | +31.7% |
| YTD | +44.7% | +17.1% | +27.6% | +38.8% |
| 1Y | +45.4% | +14.4% | +31.0% | +40.0% |
| All | +45.4% | +14.3% | +31.1% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling