+199.9%
TER vs GILD
+36.9%
+163.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | +3.7% | -3.0% | +0.7% |
| 30D | -8.3% | +14.6% | -22.9% | -8.3% |
| 3M | -12.2% | +17.7% | -29.9% | -12.9% |
| 6M | +17.1% | +3.1% | +13.9% | +20.7% |
| YTD | +84.7% | +24.5% | +60.1% | +91.1% |
| 1Y | +199.9% | +37.4% | +162.5% | +227.2% |
| All | +199.9% | +36.9% | +163.0% | +227.2% |
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