+37.4%
GILD vs XLC
0.0%
+37.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | +3.6% | -0.8% | +4.5% | +3.9% |
| 30D | +14.6% | +1.0% | +13.6% | +14.1% |
| 3M | +17.7% | -0.7% | +18.4% | +18.1% |
| 6M | +3.1% | -5.1% | +8.3% | +4.2% |
| YTD | +24.5% | -4.3% | +28.8% | +25.3% |
| 1Y | +37.4% | -0.6% | +37.9% | +35.7% |
| All | +37.4% | 0.0% | +37.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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