+159.7%
GILD vs M
-3.0%
+162.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.5% | -1.2% |
| 7D | -4.8% | -4.2% | -0.6% | -4.6% |
| 30D | +5.8% | -7.2% | +13.0% | +6.2% |
| 3M | +14.9% | -11.1% | +26.1% | +15.6% |
| 6M | -0.4% | +28.8% | -29.1% | -2.0% |
| YTD | +18.5% | +2.0% | +16.5% | +18.0% |
| 1Y | +25.1% | +31.3% | -6.1% | +22.5% |
| 3Y | +105.9% | +119.1% | -13.2% | +93.0% |
| 5Y | +143.0% | +29.7% | +113.3% | +130.6% |
| All | +159.7% | -3.0% | +162.7% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling