+37.4%
GILD vs CLF
+20.0%
+17.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | +3.6% | +7.6% | -3.9% | +3.4% |
| 30D | +14.6% | -1.2% | +15.8% | +14.6% |
| 3M | +17.7% | -13.4% | +31.0% | +18.0% |
| 6M | +3.1% | +15.4% | -12.3% | +2.0% |
| YTD | +24.5% | -5.9% | +30.4% | +23.9% |
| 1Y | +37.4% | +18.8% | +18.6% | +33.0% |
| All | +37.4% | +20.0% | +17.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling