+95.1%
GILD vs XYZ
+607.2%
-512.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -4.8% | -4.3% | -0.5% | -4.5% |
| 30D | +5.8% | +1.2% | +4.6% | +5.6% |
| 3M | +14.9% | +14.6% | +0.3% | +13.7% |
| 6M | -0.4% | +22.6% | -22.9% | -2.1% |
| YTD | +18.5% | +21.7% | -3.2% | +16.2% |
| 1Y | +25.1% | +6.7% | +18.4% | +23.6% |
| 3Y | +105.9% | +46.8% | +59.0% | +94.5% |
| 5Y | +143.0% | -68.0% | +211.0% | +149.4% |
| 10Y | +162.4% | +602.8% | -440.5% | +82.0% |
| All | +95.1% | +607.2% | -512.1% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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