+159.7%
GILD vs PM
+219.2%
-59.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | -4.8% | +4.7% | -9.5% | -6.0% |
| 30D | +5.8% | +2.6% | +3.2% | +4.9% |
| 3M | +14.9% | +6.6% | +8.4% | +12.7% |
| 6M | -0.4% | +16.5% | -16.8% | -4.9% |
| YTD | +18.5% | +21.2% | -2.6% | +11.8% |
| 1Y | +25.1% | +17.9% | +7.2% | +18.6% |
| 3Y | +105.9% | +129.8% | -23.9% | +58.1% |
| 5Y | +143.0% | +133.0% | +10.0% | +84.4% |
| All | +159.7% | +219.2% | -59.5% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling