+16,837.8%
GILD vs MAR
+2,484.9%
+14,353.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +5.8% | -5.4% | +11.2% | +7.3% |
| 3M | +14.9% | -15.5% | +30.4% | +19.7% |
| 6M | -0.4% | +3.0% | -3.3% | -1.6% |
| YTD | +18.5% | +8.5% | +10.0% | +15.0% |
| 1Y | +25.1% | +26.0% | -0.8% | +16.5% |
| 3Y | +105.9% | +68.6% | +37.3% | +74.8% |
| 5Y | +143.0% | +157.4% | -14.4% | +78.7% |
| 10Y | +162.4% | +447.0% | -284.6% | +36.5% |
| All | +16,837.8% | +2,484.9% | +14,353.0% | +4,178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 all: compounded portfolio wealth divided by compounded MAR 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…
all analysis · Full analysis span regression · 6 months rolling