+23,832.3%
GILD vs FIX
+13,099.8%
+10,732.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.0% | -1.7% |
| 7D | -4.8% | +5.0% | -9.8% | -5.5% |
| 30D | +5.8% | -2.7% | +8.5% | +5.9% |
| 3M | +14.9% | -8.2% | +23.2% | +15.2% |
| 6M | -0.4% | +20.3% | -20.6% | -4.5% |
| YTD | +18.5% | +81.4% | -62.9% | +6.5% |
| 1Y | +25.1% | +121.5% | -96.4% | +8.3% |
| 3Y | +105.9% | +807.4% | -701.5% | +35.9% |
| 5Y | +143.0% | +2,306.7% | -2,163.7% | +33.9% |
| 10Y | +162.4% | +6,321.9% | -6,159.5% | +15.8% |
| All | +23,832.3% | +13,099.8% | +10,732.5% | +7,890.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling