+105.9%
GILD vs SM
-0.9%
+106.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.8% | +4.6% | -9.4% | -5.0% |
| 30D | +5.8% | +18.2% | -12.4% | +5.2% |
| 3M | +14.9% | +22.5% | -7.6% | +13.9% |
| 6M | -0.4% | +50.6% | -50.9% | -2.5% |
| YTD | +18.5% | +108.1% | -89.6% | +14.0% |
| 1Y | +25.1% | +46.0% | -20.9% | +21.9% |
| 3Y | +105.9% | +2.9% | +103.0% | +97.1% |
| All | +105.9% | -0.9% | +106.8% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling