+303.5%
EWY vs GILD
+163.6%
+139.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.4% |
| 7D | -0.1% | -4.8% | +4.7% | +0.9% |
| 30D | +7.3% | +5.8% | +1.5% | +5.9% |
| 3M | -5.1% | +14.9% | -20.1% | -8.5% |
| 6M | +42.1% | -0.4% | +42.4% | +41.6% |
| YTD | +94.1% | +18.5% | +75.6% | +86.2% |
| 1Y | +147.8% | +25.1% | +122.7% | +134.5% |
| 3Y | +222.9% | +105.9% | +117.0% | +168.8% |
| 5Y | +150.6% | +143.0% | +7.6% | +97.7% |
| All | +303.5% | +163.6% | +139.9% | +209.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling