+45.4%
GILD vs PM
+48.8%
-3.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.8% |
| 7D | +9.6% | +4.3% | +5.3% | +8.5% |
| 30D | +20.6% | +11.5% | +9.2% | +17.4% |
| 3M | +29.7% | +13.0% | +16.7% | +25.7% |
| 6M | +33.1% | +25.9% | +7.2% | +25.4% |
| YTD | +44.7% | +34.0% | +10.7% | +37.5% |
| 1Y | +45.4% | +46.9% | -1.5% | +36.6% |
| All | +45.4% | +48.8% | -3.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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