+10.9%
NOK vs GILD
+40.3%
-29.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -10.5% | -2.2% | -8.3% | -10.3% |
| 30D | -27.9% | +13.6% | -41.5% | -28.0% |
| 3M | -18.8% | +28.3% | -47.0% | -20.6% |
| 6M | -41.9% | +23.9% | -65.9% | -42.4% |
| YTD | +18.4% | +38.4% | -20.0% | +17.0% |
| 1Y | +10.9% | +38.6% | -27.7% | +9.4% |
| All | +10.9% | +40.3% | -29.4% | +9.4% |
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