-0.9%
TSLA vs GILD
+27.8%
-28.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +3.2% | -4.8% | +8.0% | +3.1% |
| 30D | +11.6% | +5.8% | +5.8% | +11.9% |
| 3M | -8.4% | +14.9% | -23.4% | -7.8% |
| 6M | -10.4% | -0.4% | -10.0% | -10.7% |
| YTD | -18.7% | +18.5% | -37.3% | -14.7% |
| 1Y | -0.9% | +25.1% | -26.0% | +6.9% |
| All | -0.9% | +27.8% | -28.7% | +6.9% |
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