+159.7%
GILD vs CL
+54.0%
+105.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -4.8% | -2.2% | -2.6% | -4.0% |
| 30D | +5.8% | -6.0% | +11.8% | +8.2% |
| 3M | +14.9% | -2.3% | +17.3% | +15.9% |
| 6M | -0.4% | -2.0% | +1.6% | +0.1% |
| YTD | +18.5% | +11.8% | +6.7% | +13.1% |
| 1Y | +25.1% | +5.8% | +19.3% | +21.8% |
| 3Y | +105.9% | +25.9% | +80.0% | +85.0% |
| 5Y | +143.0% | +26.9% | +116.1% | +116.7% |
| All | +159.7% | +54.0% | +105.8% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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