+45.4%
GILD vs SFM
-35.8%
+81.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.5% | +4.3% |
| 7D | +9.6% | -12.3% | +21.9% | +9.0% |
| 30D | +20.6% | -16.2% | +36.8% | +19.9% |
| 3M | +29.7% | -36.8% | +66.5% | +27.6% |
| 6M | +33.1% | -32.6% | +65.7% | +31.9% |
| YTD | +44.7% | -31.7% | +76.4% | +44.3% |
| 1Y | +45.4% | -35.0% | +80.4% | +44.7% |
| All | +45.4% | -35.8% | +81.2% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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