+142.4%
GILD vs TXG
-62.8%
+205.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -0.9% |
| 7D | -4.8% | +9.5% | -14.3% | -5.2% |
| 30D | +5.8% | +18.8% | -13.0% | +4.9% |
| 3M | +14.9% | +136.1% | -121.2% | +10.0% |
| 6M | -0.4% | +235.2% | -235.6% | -6.6% |
| YTD | +18.5% | +320.5% | -302.0% | +9.6% |
| 1Y | +25.1% | +425.2% | -400.1% | +13.7% |
| 3Y | +105.9% | +42.9% | +63.0% | +96.2% |
| All | +142.4% | -62.8% | +205.2% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling