+45.4%
GILD vs SGI
-10.7%
+56.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.6% | +3.4% |
| 7D | +9.6% | +12.1% | -2.5% | +8.2% |
| 30D | +20.6% | +12.1% | +8.6% | +19.1% |
| 3M | +29.7% | +0.4% | +29.3% | +29.2% |
| 6M | +33.1% | -4.0% | +37.1% | +32.8% |
| YTD | +44.7% | -21.2% | +66.0% | +43.6% |
| 1Y | +45.4% | -12.1% | +57.4% | +46.0% |
| All | +45.4% | -10.7% | +56.1% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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