+142.4%
GILD vs M
+28.6%
+113.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.5% | -1.3% |
| 7D | -4.8% | -4.2% | -0.6% | -4.5% |
| 30D | +5.8% | -7.2% | +13.0% | +6.3% |
| 3M | +14.9% | -11.1% | +26.1% | +15.8% |
| 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% | +22.0% |
| 3Y | +105.9% | +119.1% | -13.2% | +89.4% |
| All | +142.4% | +28.6% | +113.8% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling