+45.4%
GILD vs Z
-54.2%
+99.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.2% | +3.6% |
| 7D | +9.6% | +10.2% | -0.6% | +9.0% |
| 30D | +20.6% | +23.7% | -3.0% | +19.7% |
| 3M | +29.7% | -6.6% | +36.3% | +29.0% |
| 6M | +33.1% | -23.0% | +56.1% | +29.3% |
| YTD | +44.7% | -50.3% | +95.0% | +37.5% |
| 1Y | +45.4% | -53.6% | +98.9% | +38.9% |
| All | +45.4% | -54.2% | +99.5% | +38.9% |
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