+24.0%
GILD vs IRE
-84.4%
+108.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.1% | -0.1% |
| 7D | +3.7% | +54.8% | -51.1% | +3.7% |
| 30D | +14.6% | +18.4% | -3.8% | +14.6% |
| 3M | +17.7% | -66.7% | +84.4% | +18.2% |
| 6M | +3.1% | -52.3% | +55.4% | +3.2% |
| YTD | +24.5% | -52.3% | +76.9% | +24.5% |
| All | +24.0% | -84.4% | +108.4% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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