+185.8%
GILD vs SMR
-15.3%
+201.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +1.9% |
| 7D | -3.0% | -12.3% | +9.2% | -3.0% |
| 30D | +5.8% | -9.4% | +15.2% | +5.8% |
| 3M | +17.3% | -14.0% | +31.3% | +17.4% |
| 6M | +1.6% | -27.9% | +29.5% | +1.7% |
| YTD | +20.8% | -39.9% | +60.7% | +20.8% |
| 1Y | +31.1% | -76.6% | +107.7% | +31.6% |
| 3Y | +106.9% | +38.1% | +68.7% | +96.3% |
| All | +185.8% | -15.3% | +201.1% | +177.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling