+38.6%
GILD vs TRU
+2.1%
+36.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -2.2% | +5.7% | -7.9% | -3.0% |
| 30D | +13.6% | +29.2% | -15.6% | +9.5% |
| 3M | +28.3% | +2.7% | +25.6% | +27.3% |
| 6M | +23.9% | +15.2% | +8.7% | +21.6% |
| YTD | +38.4% | -4.9% | +43.3% | +36.7% |
| 1Y | +38.6% | +3.4% | +35.2% | +31.8% |
| All | +38.6% | +2.1% | +36.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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