+105.9%
GILD vs FTV
-5.2%
+111.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -4.8% | -4.0% | -0.9% | -4.2% |
| 30D | +5.8% | -11.0% | +16.8% | +7.6% |
| 3M | +14.9% | -8.4% | +23.3% | +16.3% |
| 6M | -0.4% | -2.6% | +2.2% | -0.3% |
| YTD | +18.5% | -0.6% | +19.1% | +17.5% |
| 1Y | +25.1% | +11.0% | +14.2% | +21.4% |
| 3Y | +105.9% | -6.3% | +112.2% | +104.6% |
| All | +105.9% | -5.2% | +111.1% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling