+105.8%
GILD vs RACE
+645.2%
-539.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.9% |
| 7D | -4.2% | -2.2% | -2.0% | -3.9% |
| 30D | +6.7% | -0.4% | +7.1% | +6.7% |
| 3M | +20.0% | +17.9% | +2.1% | +16.3% |
| 6M | -1.3% | +19.3% | -20.6% | -4.7% |
| YTD | +19.4% | +11.9% | +7.6% | +16.3% |
| 1Y | +28.9% | -12.7% | +41.6% | +30.8% |
| 3Y | +110.3% | +41.1% | +69.2% | +91.2% |
| 5Y | +144.8% | +94.1% | +50.8% | +105.8% |
| 10Y | +164.4% | +816.0% | -651.6% | +60.0% |
| All | +105.8% | +645.2% | -539.4% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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