-29.6%
CLS vs GILD
+45.2%
-74.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.2% | -13.2% | -8.4% |
| 7D | -21.1% | +9.6% | -30.7% | -20.2% |
| 30D | -38.2% | +20.6% | -58.9% | -37.5% |
| 3M | -36.3% | +29.7% | -66.0% | -36.3% |
| 6M | -43.8% | +33.1% | -76.9% | -44.1% |
| YTD | -20.0% | +44.7% | -64.7% | -21.4% |
| 1Y | -29.6% | +45.4% | -75.0% | -30.9% |
| All | -29.6% | +45.2% | -74.8% | -30.9% |
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