+159.7%
GILD vs STM
+672.2%
-512.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -4.8% | -1.4% | -3.4% | -4.7% |
| 30D | +5.8% | -4.9% | +10.7% | +6.2% |
| 3M | +14.9% | -34.0% | +48.9% | +19.0% |
| 6M | -0.4% | +51.8% | -52.2% | -7.2% |
| YTD | +18.5% | +99.4% | -80.8% | +6.7% |
| 1Y | +25.1% | +99.1% | -73.9% | +12.2% |
| 3Y | +105.9% | +19.5% | +86.4% | +91.4% |
| 5Y | +143.0% | +19.5% | +123.5% | +120.3% |
| All | +159.7% | +672.2% | -512.5% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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