+105.9%
GILD vs COP
+22.2%
+83.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.8% | +2.3% | -7.1% | -5.0% |
| 30D | +5.8% | +8.6% | -2.8% | +5.2% |
| 3M | +14.9% | +19.9% | -4.9% | +13.3% |
| 6M | -0.4% | +19.0% | -19.4% | -2.0% |
| YTD | +18.5% | +50.0% | -31.4% | +14.0% |
| 1Y | +25.1% | +50.5% | -25.4% | +20.2% |
| 3Y | +105.9% | +25.2% | +80.7% | +97.0% |
| All | +105.9% | +22.2% | +83.7% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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