+5,325.1%
GILD vs EFA
+387.2%
+4,937.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.3% |
| 7D | -4.8% | -1.5% | -3.3% | -4.0% |
| 30D | +5.8% | -1.7% | +7.4% | +6.8% |
| 3M | +14.9% | +3.5% | +11.4% | +12.4% |
| 6M | -0.4% | +9.5% | -9.8% | -5.9% |
| YTD | +18.5% | +12.9% | +5.7% | +9.9% |
| 1Y | +25.1% | +18.2% | +6.9% | +12.9% |
| 3Y | +105.9% | +64.8% | +41.1% | +51.6% |
| 5Y | +143.0% | +53.9% | +89.1% | +83.7% |
| 10Y | +162.4% | +144.8% | +17.6% | +46.5% |
| All | +5,325.1% | +387.2% | +4,937.8% | +1,767.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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