+78.0%
GILD vs SARO
-22.5%
+100.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -4.8% | -3.1% | -1.7% | -4.6% |
| 30D | +5.8% | -12.2% | +18.0% | +6.8% |
| 3M | +14.9% | -7.4% | +22.3% | +15.3% |
| 6M | -0.4% | -15.3% | +14.9% | +0.3% |
| YTD | +18.5% | -16.2% | +34.7% | +19.2% |
| 1Y | +25.1% | -12.1% | +37.2% | +25.3% |
| All | +78.0% | -22.5% | +100.4% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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