+159.7%
GILD vs ACM
+134.0%
+25.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -4.8% | -4.6% | -0.2% | -4.0% |
| 30D | +5.8% | +4.1% | +1.7% | +4.9% |
| 3M | +14.9% | -8.3% | +23.2% | +16.2% |
| 6M | -0.4% | -30.1% | +29.7% | +5.5% |
| YTD | +18.5% | -32.6% | +51.1% | +25.8% |
| 1Y | +25.1% | -49.6% | +74.7% | +40.0% |
| 3Y | +105.9% | -23.0% | +128.9% | +109.5% |
| 5Y | +143.0% | +2.0% | +141.0% | +131.4% |
| All | +159.7% | +134.0% | +25.7% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling