+1,235.8%
EWY vs GILD
+10,719.0%
-9,483.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.4% |
| 7D | -0.1% | -4.8% | +4.7% | +1.2% |
| 30D | +7.3% | +5.8% | +1.5% | +5.6% |
| 3M | -5.1% | +14.9% | -20.1% | -9.0% |
| 6M | +42.1% | -0.4% | +42.4% | +41.3% |
| YTD | +94.1% | +18.5% | +75.6% | +84.6% |
| 1Y | +147.8% | +25.1% | +122.7% | +131.8% |
| 3Y | +222.9% | +105.9% | +117.0% | +161.1% |
| 5Y | +150.6% | +143.0% | +7.6% | +92.1% |
| 10Y | +304.4% | +162.4% | +142.0% | +193.5% |
| All | +1,235.8% | +10,719.0% | -9,483.3% | +273.1% |
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