+105.9%
GILD vs SMR
+44.5%
+61.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.7% | +14.9% | -0.7% |
| 7D | -4.8% | -11.2% | +6.4% | -4.8% |
| 30D | +5.8% | -10.2% | +16.0% | +5.8% |
| 3M | +14.9% | -10.0% | +25.0% | +14.9% |
| 6M | -0.4% | -30.5% | +30.1% | -0.3% |
| YTD | +18.5% | -39.2% | +57.8% | +18.5% |
| 1Y | +25.1% | -75.5% | +100.6% | +25.0% |
| 3Y | +105.9% | +45.4% | +60.5% | +96.7% |
| All | +105.9% | +44.5% | +61.4% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling