+174.6%
GILD vs RVMD
+622.3%
-447.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.8% | -3.0% | -1.8% | -4.6% |
| 30D | +5.8% | -0.7% | +6.5% | +5.8% |
| 3M | +14.9% | +36.5% | -21.6% | +12.4% |
| 6M | -0.4% | +104.6% | -105.0% | -5.7% |
| YTD | +18.5% | +155.8% | -137.3% | +9.8% |
| 1Y | +25.1% | +340.7% | -315.6% | +11.5% |
| 3Y | +105.9% | +519.9% | -414.0% | +75.7% |
| 5Y | +143.0% | +584.9% | -442.0% | +100.3% |
| All | +174.6% | +622.3% | -447.7% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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