+58,611.8%
GILD vs CB
+6,502.5%
+52,109.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -4.2% | -2.8% | -1.5% | -3.4% |
| 30D | +6.7% | -2.4% | +9.1% | +7.4% |
| 3M | +20.0% | +2.8% | +17.2% | +18.8% |
| 6M | -1.3% | +4.8% | -6.1% | -3.0% |
| YTD | +19.4% | +9.2% | +10.3% | +15.8% |
| 1Y | +28.9% | +22.8% | +6.1% | +20.5% |
| 3Y | +110.3% | +71.1% | +39.1% | +76.8% |
| 5Y | +144.8% | +101.0% | +43.8% | +94.3% |
| 10Y | +164.4% | +224.5% | -60.1% | +74.0% |
| All | +58,611.8% | +6,502.5% | +52,109.3% | +17,553.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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