+105.9%
GILD vs TAP
-32.3%
+138.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.0% |
| 7D | -4.8% | -3.9% | -0.9% | -4.0% |
| 30D | +5.8% | -5.3% | +11.0% | +6.8% |
| 3M | +14.9% | -3.8% | +18.7% | +15.6% |
| 6M | -0.4% | -11.4% | +11.0% | +1.7% |
| YTD | +18.5% | -13.7% | +32.3% | +21.2% |
| 1Y | +25.1% | -17.2% | +42.3% | +29.2% |
| 3Y | +105.9% | -33.1% | +139.0% | +117.7% |
| All | +105.9% | -32.3% | +138.1% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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