+159.7%
GILD vs SFM
+271.4%
-111.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.8% |
| 7D | -4.8% | -10.6% | +5.8% | -3.9% |
| 30D | +5.8% | -15.5% | +21.2% | +7.2% |
| 3M | +14.9% | -17.4% | +32.4% | +16.6% |
| 6M | -0.4% | -3.4% | +3.1% | -0.6% |
| YTD | +18.5% | -8.7% | +27.2% | +18.6% |
| 1Y | +25.1% | -47.2% | +72.3% | +31.7% |
| 3Y | +105.9% | +82.7% | +23.2% | +85.7% |
| 5Y | +143.0% | +214.3% | -71.3% | +102.6% |
| All | +159.7% | +271.4% | -111.7% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling