+155.3%
GILD vs USFR
+27.7%
+127.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -4.8% | +0.1% | -5.0% | -4.9% |
| 30D | +5.8% | +0.4% | +5.4% | +5.5% |
| 3M | +14.9% | +1.0% | +13.9% | +13.9% |
| 6M | -0.4% | +2.0% | -2.3% | -2.0% |
| YTD | +18.5% | +2.8% | +15.8% | +15.9% |
| 1Y | +25.1% | +4.1% | +21.0% | +21.0% |
| 3Y | +105.9% | +14.1% | +91.7% | +84.4% |
| 5Y | +143.0% | +20.6% | +122.4% | +107.6% |
| 10Y | +162.4% | +28.1% | +134.3% | +111.1% |
| All | +155.3% | +27.7% | +127.6% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling