+32,991.5%
GILD vs ED
+1,988.9%
+31,002.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.8% | -0.8% | -4.0% | -4.6% |
| 30D | +5.8% | -0.4% | +6.2% | +5.9% |
| 3M | +14.9% | +0.5% | +14.5% | +14.8% |
| 6M | -0.4% | -3.1% | +2.8% | +0.4% |
| YTD | +18.5% | +9.8% | +8.7% | +15.3% |
| 1Y | +25.1% | +12.6% | +12.5% | +20.7% |
| 3Y | +105.9% | +31.4% | +74.5% | +88.9% |
| 5Y | +143.0% | +69.4% | +73.6% | +107.3% |
| 10Y | +162.4% | +108.7% | +53.7% | +106.4% |
| All | +32,991.5% | +1,988.9% | +31,002.7% | +17,136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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