+18.9%
GILD vs FPS
-13.7%
+32.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -17.3% | +21.5% | +3.9% |
| 7D | +9.6% | -23.3% | +32.9% | +9.3% |
| 30D | +20.6% | -42.4% | +63.1% | +20.7% |
| 3M | +29.7% | -43.0% | +72.8% | +29.9% |
| 6M | +33.1% | -44.5% | +77.6% | +30.0% |
| All | +18.9% | -13.7% | +32.6% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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