+105.9%
GILD vs SPOT
+237.0%
-131.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.8% |
| 7D | -4.8% | -3.1% | -1.7% | -4.8% |
| 30D | +5.8% | +7.4% | -1.6% | +5.7% |
| 3M | +14.9% | +8.2% | +6.8% | +14.8% |
| 6M | -0.4% | +2.2% | -2.6% | -0.4% |
| YTD | +18.5% | -9.5% | +28.0% | +18.7% |
| 1Y | +25.1% | -23.8% | +49.0% | +25.3% |
| 3Y | +105.9% | +233.5% | -127.6% | +107.6% |
| All | +105.9% | +237.0% | -131.1% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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