+142.4%
GILD vs SITM
+187.3%
-44.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.9% |
| 7D | -4.8% | +3.9% | -8.7% | -4.9% |
| 30D | +5.8% | -6.6% | +12.4% | +5.9% |
| 3M | +14.9% | -11.9% | +26.8% | +15.0% |
| 6M | -0.4% | +81.1% | -81.5% | -3.7% |
| YTD | +18.5% | +80.0% | -61.4% | +14.5% |
| 1Y | +25.1% | +145.8% | -120.7% | +19.3% |
| 3Y | +105.9% | +475.9% | -370.0% | +86.4% |
| All | +142.4% | +187.3% | -44.9% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling