+25.1%
GILD vs GFS
+47.5%
-22.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -0.8% |
| 7D | -4.8% | +3.8% | -8.7% | -5.0% |
| 30D | +5.8% | -11.7% | +17.5% | +6.3% |
| 3M | +14.9% | -41.8% | +56.7% | +17.7% |
| 6M | -0.4% | +6.6% | -7.0% | -7.7% |
| YTD | +18.5% | +34.6% | -16.1% | +7.2% |
| 1Y | +25.1% | +46.2% | -21.0% | +11.8% |
| All | +25.1% | +47.5% | -22.4% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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