-0.8%
MSFT vs GILD
+36.9%
-37.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -2.7% | +3.7% | -6.3% | -2.7% |
| 30D | +2.7% | +14.6% | -11.9% | +2.5% |
| 3M | +17.0% | +17.7% | -0.7% | +16.5% |
| 6M | +23.8% | +3.1% | +20.7% | +22.4% |
| YTD | +4.0% | +24.5% | -20.6% | +3.4% |
| 1Y | -0.8% | +37.4% | -38.2% | +0.1% |
| All | -0.8% | +36.9% | -37.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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