+159.7%
GILD vs SPYM
+325.3%
-165.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -4.8% | -0.8% | -4.0% | -4.4% |
| 30D | +5.8% | -1.1% | +6.9% | +6.4% |
| 3M | +14.9% | +3.9% | +11.1% | +12.5% |
| 6M | -0.4% | +13.6% | -14.0% | -7.1% |
| YTD | +18.5% | +12.7% | +5.8% | +11.0% |
| 1Y | +25.1% | +17.6% | +7.5% | +14.4% |
| 3Y | +105.9% | +77.2% | +28.7% | +48.4% |
| 5Y | +143.0% | +84.1% | +58.9% | +69.0% |
| All | +159.7% | +325.3% | -165.6% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling