+105.9%
GILD vs CME
+53.1%
+52.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.8% | -1.6% | -3.2% | -4.6% |
| 30D | +5.8% | +5.6% | +0.2% | +5.0% |
| 3M | +14.9% | +5.6% | +9.3% | +13.8% |
| 6M | -0.4% | -8.3% | +7.9% | +0.3% |
| YTD | +18.5% | +4.3% | +14.2% | +17.2% |
| 1Y | +25.1% | +9.1% | +16.0% | +22.8% |
| 3Y | +105.9% | +52.1% | +53.8% | +94.8% |
| All | +105.9% | +53.1% | +52.8% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling