+40.1%
GILD vs TXG
+336.9%
-296.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.0% | +10.1% | -4.2% |
| 7D | +1.2% | -28.8% | +30.0% | +0.5% |
| 30D | +16.2% | -28.0% | +44.2% | +15.4% |
| 3M | +27.9% | +22.3% | +5.6% | +28.9% |
| 6M | +27.1% | +163.8% | -136.7% | +30.8% |
| YTD | +39.0% | +256.0% | -217.0% | +47.9% |
| 1Y | +40.1% | +330.4% | -290.3% | +54.2% |
| All | +40.1% | +336.9% | -296.8% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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