+46.9%
GILD vs SPYG
+8.5%
+38.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.2% |
| 7D | -0.6% | 0.0% | -0.6% | -0.4% |
| 30D | +12.0% | -8.4% | +20.4% | +12.7% |
| 3M | +27.8% | -6.2% | +34.1% | +28.2% |
| 6M | +30.5% | -1.8% | +32.3% | +29.8% |
| YTD | +40.4% | +8.4% | +32.1% | +34.2% |
| All | +46.9% | +8.5% | +38.4% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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