+4,179.1%
GILD vs CME
+7,349.4%
-3,170.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.8% | -1.6% | -3.2% | -4.5% |
| 30D | +5.8% | +5.6% | +0.2% | +4.4% |
| 3M | +14.9% | +5.6% | +9.3% | +13.3% |
| 6M | -0.4% | -8.3% | +7.9% | +1.2% |
| YTD | +18.5% | +4.3% | +14.2% | +16.8% |
| 1Y | +25.1% | +9.1% | +16.0% | +21.9% |
| 3Y | +105.9% | +52.1% | +53.8% | +84.6% |
| 5Y | +143.0% | +79.7% | +63.3% | +107.4% |
| 10Y | +162.4% | +281.8% | -119.4% | +81.9% |
| All | +4,179.1% | +7,349.4% | -3,170.3% | +1,444.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling