+44.9%
GILD vs GLXY
+3.8%
+41.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -4.8% | -7.3% | +2.5% | -4.7% |
| 30D | +5.8% | +15.7% | -10.0% | +5.4% |
| 3M | +14.9% | -26.7% | +41.6% | +15.8% |
| 6M | -0.4% | +13.7% | -14.1% | -0.9% |
| YTD | +18.5% | +9.1% | +9.4% | +17.6% |
| 1Y | +25.1% | -15.5% | +40.6% | +24.9% |
| All | +44.9% | +3.8% | +41.1% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 all: compounded portfolio wealth divided by compounded GLXY 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…
all analysis · Full analysis span regression · 6 months rolling