+32,991.5%
GILD vs CP
+9,466.1%
+23,525.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.8% | -2.6% | -2.2% | -4.1% |
| 30D | +5.8% | -3.7% | +9.5% | +6.8% |
| 3M | +14.9% | +0.1% | +14.8% | +14.8% |
| 6M | -0.4% | +7.8% | -8.2% | -2.8% |
| YTD | +18.5% | +21.7% | -3.2% | +11.5% |
| 1Y | +25.1% | +18.6% | +6.5% | +18.4% |
| 3Y | +105.9% | +17.5% | +88.3% | +92.7% |
| 5Y | +143.0% | +35.4% | +107.6% | +114.5% |
| 10Y | +162.4% | +230.2% | -67.8% | +70.4% |
| All | +32,991.5% | +9,466.1% | +23,525.4% | +7,658.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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