+105.9%
GILD vs RL
+202.0%
-96.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -4.8% | -3.4% | -1.4% | -4.6% |
| 30D | +5.8% | -14.4% | +20.2% | +6.8% |
| 3M | +14.9% | -13.6% | +28.5% | +15.9% |
| 6M | -0.4% | +0.6% | -0.9% | -0.7% |
| YTD | +18.5% | -3.6% | +22.1% | +18.3% |
| 1Y | +25.1% | +8.3% | +16.8% | +23.6% |
| 3Y | +105.9% | +204.8% | -98.9% | +89.5% |
| All | +105.9% | +202.0% | -96.1% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling