+38.6%
GILD vs CMI
-0.9%
+39.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -2.2% | -10.0% | +7.8% | -2.5% |
| 30D | +13.6% | -13.0% | +26.6% | +13.3% |
| 3M | +28.3% | -29.9% | +58.1% | +28.3% |
| 6M | +23.9% | -36.7% | +60.6% | +24.7% |
| YTD | +38.4% | -10.9% | +49.3% | +33.6% |
| 1Y | +38.6% | -1.3% | +39.9% | +34.8% |
| All | +38.6% | -0.9% | +39.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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