+37.4%
GILD vs TXG
+372.5%
-335.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.2% |
| 7D | +3.7% | +1.8% | +1.8% | +3.7% |
| 30D | +14.6% | +32.0% | -17.4% | +15.3% |
| 3M | +17.7% | +87.0% | -69.4% | +19.5% |
| 6M | +3.1% | +180.1% | -176.9% | +5.3% |
| YTD | +24.5% | +284.1% | -259.6% | +29.8% |
| 1Y | +37.4% | +361.7% | -324.3% | +46.0% |
| All | +37.4% | +372.5% | -335.1% | +46.0% |
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