+40.1%
GILD vs CME
+19.7%
+20.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | +1.2% | +3.7% | -2.5% | +0.7% |
| 30D | +16.2% | +13.7% | +2.5% | +14.4% |
| 3M | +27.9% | +16.6% | +11.3% | +25.5% |
| 6M | +27.1% | +8.2% | +18.9% | +24.6% |
| YTD | +39.0% | +16.3% | +22.6% | +35.9% |
| 1Y | +40.1% | +19.1% | +21.0% | +37.2% |
| All | +40.1% | +19.7% | +20.4% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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