+37.4%
GILD vs FTV
+21.7%
+15.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +3.7% | -4.5% | +8.1% | +4.2% |
| 30D | +14.6% | -7.1% | +21.7% | +15.6% |
| 3M | +17.7% | -7.2% | +24.8% | +18.6% |
| 6M | +3.1% | -1.5% | +4.6% | +3.0% |
| YTD | +24.5% | +3.5% | +21.1% | +21.1% |
| 1Y | +37.4% | +20.3% | +17.0% | +24.9% |
| All | +37.4% | +21.7% | +15.7% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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