+37.4%
GILD vs Z
-58.8%
+96.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +3.7% | -3.0% | +6.7% | +3.7% |
| 30D | +14.6% | -4.2% | +18.8% | +14.6% |
| 3M | +17.7% | -3.7% | +21.4% | +17.0% |
| 6M | +3.1% | -24.5% | +27.6% | +1.5% |
| YTD | +24.5% | -49.3% | +73.8% | +23.5% |
| 1Y | +37.4% | -58.7% | +96.1% | +40.9% |
| All | +37.4% | -58.8% | +96.2% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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