+45.4%
GILD vs GGLL
-11.6%
+57.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.3% | +4.2% |
| 7D | +9.6% | -23.1% | +32.7% | +9.6% |
| 30D | +20.6% | -32.9% | +53.5% | +21.1% |
| 3M | +29.7% | -44.9% | +74.6% | +31.0% |
| 6M | +33.1% | -49.5% | +82.6% | +35.0% |
| YTD | +44.7% | -28.9% | +73.6% | +41.5% |
| 1Y | +45.4% | -12.2% | +57.6% | +41.4% |
| All | +45.4% | -11.6% | +57.0% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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