+37.4%
GILD vs SM
+36.8%
+0.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | -0.1% |
| 7D | +3.6% | -0.5% | +4.1% | +3.7% |
| 30D | +14.6% | +25.6% | -11.0% | +14.2% |
| 3M | +17.7% | +8.0% | +9.6% | +16.8% |
| 6M | +3.1% | +50.8% | -47.7% | +0.4% |
| YTD | +24.5% | +97.9% | -73.4% | +18.4% |
| 1Y | +37.4% | +33.8% | +3.6% | +29.6% |
| All | +37.4% | +36.8% | +0.6% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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