+37.4%
GILD vs GM
+53.0%
-15.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.2% |
| 7D | +3.7% | +1.9% | +1.7% | +3.5% |
| 30D | +14.6% | -1.4% | +16.0% | +14.7% |
| 3M | +17.7% | +5.9% | +11.8% | +17.3% |
| 6M | +3.1% | +12.4% | -9.3% | +2.0% |
| YTD | +24.5% | +8.6% | +15.9% | +22.9% |
| 1Y | +37.4% | +52.6% | -15.2% | +32.3% |
| All | +37.4% | +53.0% | -15.6% | +32.3% |
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