+105.9%
GILD vs SFM
+82.1%
+23.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.8% |
| 7D | -4.8% | -10.6% | +5.8% | -4.5% |
| 30D | +5.8% | -15.5% | +21.2% | +6.2% |
| 3M | +14.9% | -17.4% | +32.4% | +15.4% |
| 6M | -0.4% | -3.4% | +3.1% | -0.4% |
| YTD | +18.5% | -8.7% | +27.2% | +18.7% |
| 1Y | +25.1% | -47.2% | +72.3% | +29.0% |
| 3Y | +105.9% | +82.7% | +23.2% | +83.7% |
| All | +105.9% | +82.1% | +23.8% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling