+842.3%
EEM vs GILD
+3,895.4%
-3,053.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.5% |
| 7D | -1.3% | -4.8% | +3.6% | +0.3% |
| 30D | +2.1% | +5.8% | -3.7% | +0.1% |
| 3M | +1.0% | +14.9% | -13.9% | -4.1% |
| 6M | +15.9% | -0.4% | +16.3% | +15.2% |
| YTD | +24.6% | +18.5% | +6.1% | +16.6% |
| 1Y | +32.3% | +25.1% | +7.2% | +21.1% |
| 3Y | +85.9% | +105.9% | -20.0% | +40.2% |
| 5Y | +45.4% | +143.0% | -97.6% | +1.6% |
| 10Y | +130.1% | +162.4% | -32.3% | +47.8% |
| All | +842.3% | +3,895.4% | -3,053.1% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 all: compounded portfolio wealth divided by compounded GILD 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…
all analysis · Full analysis span regression · 6 months rolling