+163.7%
GILD vs CLBK
+65.5%
+98.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -4.8% | -1.5% | -3.4% | -4.6% |
| 30D | +5.8% | -1.0% | +6.8% | +6.0% |
| 3M | +14.9% | +22.9% | -8.0% | +10.4% |
| 6M | -0.4% | +44.2% | -44.6% | -7.3% |
| YTD | +18.5% | +64.0% | -45.4% | +7.4% |
| 1Y | +25.1% | +65.7% | -40.6% | +12.8% |
| 3Y | +105.9% | +54.1% | +51.8% | +84.4% |
| 5Y | +143.0% | +44.7% | +98.3% | +114.1% |
| All | +163.7% | +65.5% | +98.2% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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