+795.7%
GILD vs PM
+792.5%
+3.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.0% |
| 7D | -4.8% | +4.7% | -9.5% | -6.4% |
| 30D | +5.8% | +2.6% | +3.2% | +4.7% |
| 3M | +14.9% | +6.6% | +8.4% | +12.0% |
| 6M | -0.4% | +16.5% | -16.8% | -6.4% |
| YTD | +18.5% | +21.2% | -2.6% | +9.6% |
| 1Y | +25.1% | +17.9% | +7.2% | +16.4% |
| 3Y | +105.9% | +129.8% | -23.9% | +45.7% |
| 5Y | +143.0% | +133.0% | +10.0% | +69.1% |
| 10Y | +162.4% | +220.8% | -58.4% | +51.5% |
| All | +795.7% | +792.5% | +3.2% | +208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling