+10.7%
CMG vs GILD
+40.5%
-29.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.5% | +1.2% |
| 7D | +13.2% | +1.2% | +12.0% | +12.9% |
| 30D | +14.6% | +16.2% | -1.6% | +13.0% |
| 3M | +2.6% | +27.9% | -25.3% | +0.2% |
| 6M | +9.6% | +27.1% | -17.5% | +6.9% |
| YTD | -4.3% | +39.0% | -43.3% | -8.8% |
| 1Y | +10.7% | +40.1% | -29.4% | +4.9% |
| All | +10.7% | +40.5% | -29.8% | +4.9% |
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