-2.6%
GILD vs FPS
+22.4%
-25.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.0% | -9.7% | -1.0% |
| 7D | -4.8% | +1.5% | -6.3% | -4.9% |
| 30D | +5.8% | -16.9% | +22.6% | +6.4% |
| 3M | +14.9% | -45.3% | +60.3% | +18.7% |
| 6M | -0.4% | -10.3% | +10.0% | -3.9% |
| All | -2.6% | +22.4% | -25.0% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling