+0.6%
GILD vs CF
+19.4%
-18.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.5% |
| 7D | -2.6% | -0.8% | -1.8% | -2.7% |
| 30D | +9.5% | +14.3% | -4.8% | +10.4% |
| 3M | +16.8% | +27.9% | -11.0% | +18.5% |
| 6M | +0.6% | +25.5% | -25.0% | +2.8% |
| All | +0.6% | +19.4% | -18.9% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 6mo: compounded portfolio wealth divided by compounded CF 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…
6mo analysis · Full analysis span regression · 6 months rolling