+203.8%
GILD vs IR
+271.1%
-67.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.8% | -4.5% | -0.3% | -4.1% |
| 30D | +5.8% | -13.9% | +19.7% | +8.5% |
| 3M | +14.9% | -0.3% | +15.3% | +14.7% |
| 6M | -0.4% | -14.3% | +14.0% | +1.9% |
| YTD | +18.5% | -7.9% | +26.4% | +19.4% |
| 1Y | +25.1% | -9.9% | +35.0% | +26.4% |
| 3Y | +105.9% | +6.5% | +99.4% | +98.9% |
| 5Y | +143.0% | +34.0% | +109.0% | +122.4% |
| All | +203.8% | +271.1% | -67.2% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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