+105.9%
GILD vs GFS
-19.7%
+125.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -0.9% |
| 7D | -4.8% | +3.8% | -8.7% | -5.1% |
| 30D | +5.8% | -11.7% | +17.5% | +6.7% |
| 3M | +14.9% | -41.8% | +56.7% | +19.6% |
| 6M | -0.4% | +6.6% | -7.0% | -4.5% |
| YTD | +18.5% | +34.6% | -16.1% | +10.5% |
| 1Y | +25.1% | +46.2% | -21.0% | +15.3% |
| 3Y | +105.9% | -20.3% | +126.2% | +101.2% |
| All | +105.9% | -19.7% | +125.6% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling