+32,991.5%
GILD vs CMI
+16,842.6%
+16,149.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | -4.8% | -0.7% | -4.1% | -4.7% |
| 30D | +5.8% | -12.4% | +18.2% | +9.2% |
| 3M | +14.9% | -14.8% | +29.7% | +18.7% |
| 6M | -0.4% | +0.8% | -1.1% | -1.9% |
| YTD | +18.5% | +10.2% | +8.3% | +13.6% |
| 1Y | +25.1% | +37.4% | -12.3% | +12.9% |
| 3Y | +105.9% | +153.3% | -47.4% | +55.9% |
| 5Y | +143.0% | +167.6% | -24.6% | +78.7% |
| 10Y | +162.4% | +514.4% | -352.0% | +49.6% |
| All | +32,991.5% | +16,842.6% | +16,149.0% | +6,341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling