+105.9%
GILD vs TRU
-1.3%
+107.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.9% |
| 7D | -4.8% | -2.7% | -2.1% | -4.5% |
| 30D | +5.8% | -2.0% | +7.8% | +6.0% |
| 3M | +14.9% | +18.4% | -3.5% | +12.9% |
| 6M | -0.4% | +8.9% | -9.2% | -1.5% |
| YTD | +18.5% | -8.9% | +27.5% | +18.9% |
| 1Y | +25.1% | -15.9% | +41.0% | +26.4% |
| 3Y | +105.9% | -1.1% | +107.0% | +116.0% |
| All | +105.9% | -1.3% | +107.2% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling