-3.1%
CMG vs GILD
+142.1%
-145.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | -2.1% | -4.8% | +2.8% | -1.6% |
| 30D | +10.9% | +5.8% | +5.1% | +10.3% |
| 3M | +15.8% | +14.9% | +0.9% | +14.1% |
| 6M | +6.9% | -0.4% | +7.3% | +6.9% |
| YTD | -2.2% | +18.5% | -20.7% | -4.0% |
| 1Y | -7.1% | +25.1% | -32.2% | -9.2% |
| 3Y | -7.1% | +105.9% | -113.0% | -12.5% |
| All | -3.1% | +142.1% | -145.2% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling