+315.5%
ARM vs GILD
+107.3%
+208.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +12.5% | -2.6% | +15.2% | +12.7% |
| 30D | -1.4% | +9.5% | -10.8% | -2.2% |
| 3M | -18.7% | +16.8% | -35.5% | -20.2% |
| 6M | +124.6% | +0.6% | +124.1% | +124.6% |
| YTD | +141.7% | +20.1% | +121.6% | +137.9% |
| 1Y | +87.7% | +29.1% | +58.6% | +83.3% |
| All | +315.5% | +107.3% | +208.2% | +319.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling