+40.1%
GILD vs GM
+34.4%
+5.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.5% |
| 7D | +1.2% | +4.2% | -3.0% | +0.8% |
| 30D | +16.2% | +8.9% | +7.3% | +15.1% |
| 3M | +27.9% | +0.4% | +27.5% | +27.7% |
| 6M | +27.1% | +17.8% | +9.3% | +25.1% |
| YTD | +39.0% | +10.6% | +28.4% | +35.4% |
| 1Y | +40.1% | +31.0% | +9.1% | +35.0% |
| All | +40.1% | +34.4% | +5.7% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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