+105.9%
GILD vs GM
+166.7%
-60.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -4.8% | -2.4% | -2.4% | -4.5% |
| 30D | +5.8% | -1.1% | +6.9% | +5.9% |
| 3M | +14.9% | +6.1% | +8.8% | +14.0% |
| 6M | -0.4% | +15.0% | -15.3% | -2.3% |
| YTD | +18.5% | +6.0% | +12.5% | +17.1% |
| 1Y | +25.1% | +47.1% | -22.0% | +17.9% |
| 3Y | +105.9% | +170.5% | -64.6% | +68.7% |
| All | +105.9% | +166.7% | -60.8% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling