+37.4%
GILD vs RRX
+14.9%
+22.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.7% | +3.4% | +0.2% | +3.4% |
| 30D | +14.6% | -11.1% | +25.7% | +15.6% |
| 3M | +17.7% | -23.7% | +41.4% | +19.6% |
| 6M | +3.1% | -22.0% | +25.1% | +3.9% |
| YTD | +24.5% | +16.5% | +8.1% | +23.0% |
| 1Y | +37.4% | +11.5% | +25.9% | +35.6% |
| All | +37.4% | +14.9% | +22.5% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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