+142.4%
GILD vs SPMO
+149.5%
-7.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.8% | -0.9% | -3.9% | -4.6% |
| 30D | +5.8% | -1.9% | +7.7% | +6.1% |
| 3M | +14.9% | -1.4% | +16.3% | +14.5% |
| 6M | -0.4% | +25.5% | -25.8% | -7.4% |
| YTD | +18.5% | +24.8% | -6.3% | +10.2% |
| 1Y | +25.1% | +24.5% | +0.6% | +16.3% |
| 3Y | +105.9% | +157.1% | -51.2% | +42.9% |
| All | +142.4% | +149.5% | -7.0% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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