-9.1%
T vs GILD
+36.9%
-46.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.3% | +3.6% | -4.9% | -1.7% |
| 30D | +11.4% | +14.6% | -3.2% | +9.6% |
| 3M | +14.3% | +17.7% | -3.4% | +12.1% |
| 6M | -9.3% | +3.1% | -12.4% | -10.1% |
| YTD | +7.1% | +24.5% | -17.4% | +5.3% |
| 1Y | -9.1% | +37.4% | -46.5% | -11.5% |
| All | -9.1% | +36.9% | -46.0% | -11.5% |
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