+105.9%
GILD vs CLF
-16.5%
+122.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -4.8% | -3.5% | -1.3% | -4.7% |
| 30D | +5.8% | -1.6% | +7.3% | +5.8% |
| 3M | +14.9% | -12.0% | +27.0% | +15.2% |
| 6M | -0.4% | +30.0% | -30.3% | -1.5% |
| YTD | +18.5% | -9.2% | +27.7% | +18.2% |
| 1Y | +25.1% | +2.3% | +22.8% | +24.1% |
| 3Y | +105.9% | -14.4% | +120.3% | +94.0% |
| All | +105.9% | -16.5% | +122.4% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling