+142.4%
GILD vs EFV
+95.9%
+46.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.2% |
| 7D | -4.8% | -0.8% | -4.0% | -4.5% |
| 30D | +5.8% | +0.6% | +5.1% | +5.5% |
| 3M | +14.9% | +7.5% | +7.4% | +11.2% |
| 6M | -0.4% | +13.0% | -13.4% | -5.8% |
| YTD | +18.5% | +18.3% | +0.2% | +9.8% |
| 1Y | +25.1% | +26.7% | -1.6% | +12.4% |
| 3Y | +105.9% | +89.6% | +16.3% | +55.8% |
| All | +142.4% | +95.9% | +46.6% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling