+37.4%
GILD vs INDA
-5.0%
+42.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.7% | +0.7% | +2.9% | +3.5% |
| 30D | +14.6% | -0.8% | +15.4% | +14.8% |
| 3M | +17.7% | +3.9% | +13.7% | +16.6% |
| 6M | +3.1% | -0.7% | +3.8% | +2.6% |
| YTD | +24.5% | -7.7% | +32.2% | +25.3% |
| 1Y | +37.4% | -5.1% | +42.5% | +38.0% |
| All | +37.4% | -5.0% | +42.4% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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