+45.4%
GILD vs M
+36.6%
+8.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.6% | -3.4% | +3.3% |
| 7D | +9.6% | +8.3% | +1.3% | +8.6% |
| 30D | +20.6% | +14.2% | +6.5% | +18.9% |
| 3M | +29.7% | -1.1% | +30.8% | +29.3% |
| 6M | +33.1% | +36.6% | -3.5% | +30.2% |
| YTD | +44.7% | +19.8% | +24.9% | +41.6% |
| 1Y | +45.4% | +37.2% | +8.2% | +40.2% |
| All | +45.4% | +36.6% | +8.8% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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