+40.1%
GILD vs USFR
+4.1%
+36.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -3.8% |
| 7D | +1.2% | +0.1% | +1.1% | +1.9% |
| 30D | +16.2% | +0.4% | +15.8% | +19.9% |
| 3M | +27.9% | +1.1% | +26.8% | +39.9% |
| 6M | +27.1% | +2.0% | +25.0% | +49.7% |
| YTD | +39.0% | +3.4% | +35.6% | +70.8% |
| 1Y | +40.1% | +4.1% | +36.0% | +100.0% |
| All | +40.1% | +4.1% | +36.0% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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