+37.4%
GILD vs SITM
+174.8%
-137.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.7% | -0.3% |
| 7D | +3.7% | +9.7% | -6.1% | +3.4% |
| 30D | +14.6% | +12.7% | +1.9% | +13.9% |
| 3M | +17.7% | -13.4% | +31.1% | +17.9% |
| 6M | +3.1% | +59.6% | -56.5% | -3.0% |
| YTD | +24.5% | +73.3% | -48.8% | +16.6% |
| 1Y | +37.4% | +165.5% | -128.2% | +24.6% |
| All | +37.4% | +174.8% | -137.4% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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