+159.7%
GILD vs EAT
+374.9%
-215.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.7% |
| 7D | -4.8% | -7.7% | +2.9% | -4.4% |
| 30D | +5.8% | -13.6% | +19.4% | +6.6% |
| 3M | +14.9% | +33.9% | -18.9% | +13.0% |
| 6M | -0.4% | +47.2% | -47.6% | -2.7% |
| YTD | +18.5% | +48.1% | -29.5% | +15.6% |
| 1Y | +25.1% | +33.7% | -8.6% | +22.5% |
| 3Y | +105.9% | +595.8% | -489.9% | +83.8% |
| 5Y | +143.0% | +314.4% | -171.4% | +119.0% |
| All | +159.7% | +374.9% | -215.2% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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