+37.4%
GILD vs FTI
+108.8%
-71.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +3.7% | +5.3% | -1.6% | +3.7% |
| 30D | +14.6% | +15.3% | -0.7% | +14.5% |
| 3M | +17.7% | +15.8% | +1.9% | +17.2% |
| 6M | +3.1% | +22.6% | -19.5% | +1.6% |
| YTD | +24.5% | +79.5% | -55.0% | +19.4% |
| 1Y | +37.4% | +102.0% | -64.6% | +33.4% |
| All | +37.4% | +108.8% | -71.4% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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