+1,864.4%
GILD vs CF
+5,935.6%
-4,071.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.6% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | +5.8% | +11.5% | -5.7% | +4.2% |
| 3M | +14.9% | +25.5% | -10.6% | +11.2% |
| 6M | -0.4% | +11.8% | -12.1% | -2.8% |
| YTD | +18.5% | +74.6% | -56.0% | +8.2% |
| 1Y | +25.1% | +57.7% | -32.6% | +15.7% |
| 3Y | +105.9% | +74.2% | +31.7% | +85.1% |
| 5Y | +143.0% | +223.8% | -80.8% | +92.2% |
| 10Y | +162.4% | +593.6% | -431.2% | +72.7% |
| All | +1,864.4% | +5,935.6% | -4,071.2% | +661.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling