+37.4%
GILD vs TPR
+18.6%
+18.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.7% | -2.3% | +6.0% | +3.9% |
| 30D | +14.6% | -23.0% | +37.6% | +17.4% |
| 3M | +17.7% | -12.5% | +30.1% | +18.2% |
| 6M | +3.1% | -21.4% | +24.6% | +4.4% |
| YTD | +24.5% | -3.5% | +28.0% | +24.8% |
| 1Y | +37.4% | +17.4% | +20.0% | +37.0% |
| All | +37.4% | +18.6% | +18.8% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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