+40.1%
GILD vs SMR
-88.6%
+128.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.8% | +10.9% | -3.8% |
| 7D | +1.2% | -26.2% | +27.4% | +1.4% |
| 30D | +16.2% | -45.5% | +61.7% | +16.6% |
| 3M | +27.9% | -53.4% | +81.3% | +28.4% |
| 6M | +27.1% | -63.2% | +90.3% | +27.8% |
| YTD | +39.0% | -69.2% | +108.1% | +40.0% |
| 1Y | +40.1% | -88.5% | +128.6% | +40.4% |
| All | +40.1% | -88.6% | +128.6% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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