+105.9%
GILD vs M
+112.2%
-6.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.5% | -1.4% |
| 7D | -4.8% | -4.2% | -0.6% | -4.5% |
| 30D | +5.8% | -7.2% | +13.0% | +6.4% |
| 3M | +14.9% | -11.1% | +26.1% | +15.9% |
| 6M | -0.4% | +28.8% | -29.1% | -2.4% |
| YTD | +18.5% | +2.0% | +16.5% | +17.9% |
| 1Y | +25.1% | +31.3% | -6.1% | +21.7% |
| 3Y | +105.9% | +119.1% | -13.2% | +79.8% |
| All | +105.9% | +112.2% | -6.3% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling