+104.7%
GILD vs USAR
+53.8%
+51.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.8% |
| 7D | -4.8% | -11.6% | +6.8% | -4.8% |
| 30D | +5.8% | -15.5% | +21.3% | +5.8% |
| 3M | +14.9% | -31.0% | +46.0% | +14.9% |
| 6M | -0.4% | -26.2% | +25.9% | -0.4% |
| YTD | +18.5% | +30.8% | -12.2% | +19.0% |
| 1Y | +25.1% | +7.1% | +18.0% | +25.9% |
| 3Y | +105.9% | +53.0% | +52.9% | +95.4% |
| All | +104.7% | +53.8% | +51.0% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 all: compounded portfolio wealth divided by compounded USAR 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…
all analysis · Full analysis span regression · 6 months rolling