-0.4%
GILD vs SITM
+79.8%
-80.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.6% |
| 7D | -4.8% | +3.9% | -8.7% | -4.7% |
| 30D | +5.8% | -6.6% | +12.4% | +5.5% |
| 3M | +14.9% | -11.9% | +26.8% | +15.1% |
| 6M | -0.4% | +81.1% | -81.5% | -8.6% |
| All | -0.4% | +79.8% | -80.2% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling