+45.4%
GILD vs SO
+3.3%
+42.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | +9.6% | +1.7% | +7.8% | +9.1% |
| 30D | +20.6% | +11.1% | +9.5% | +17.6% |
| 3M | +29.7% | +0.7% | +29.0% | +29.5% |
| 6M | +33.1% | -1.4% | +34.5% | +33.7% |
| YTD | +44.7% | +9.4% | +35.3% | +46.2% |
| 1Y | +45.4% | +3.7% | +41.6% | +47.4% |
| All | +45.4% | +3.3% | +42.1% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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