+33,242.5%
GILD vs CL
+3,031.4%
+30,211.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -4.2% | -2.4% | -1.8% | -3.4% |
| 30D | +6.7% | -4.8% | +11.4% | +8.5% |
| 3M | +20.0% | -1.7% | +21.7% | +20.7% |
| 6M | -1.3% | -3.8% | +2.5% | -0.2% |
| YTD | +19.4% | +13.3% | +6.2% | +13.7% |
| 1Y | +28.9% | +8.3% | +20.6% | +24.5% |
| 3Y | +110.3% | +28.8% | +81.5% | +89.0% |
| 5Y | +144.8% | +28.5% | +116.3% | +119.3% |
| 10Y | +164.4% | +57.1% | +107.3% | +115.4% |
| All | +33,242.5% | +3,031.4% | +30,211.1% | +10,192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling