+11.0%
XLF vs GILD
+40.5%
-29.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -2.4% |
| 7D | +1.0% | +1.2% | -0.2% | +0.9% |
| 30D | +6.5% | +16.2% | -9.7% | +5.2% |
| 3M | -0.5% | +27.9% | -28.4% | -2.5% |
| 6M | +12.2% | +27.1% | -14.8% | +9.9% |
| YTD | +6.3% | +39.0% | -32.7% | +4.4% |
| 1Y | +11.0% | +40.1% | -29.0% | +8.8% |
| All | +11.0% | +40.5% | -29.5% | +8.8% |
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