+1,864.9%
GILD vs EFV
+255.9%
+1,608.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.3% |
| 7D | -4.8% | -0.8% | -4.0% | -4.4% |
| 30D | +5.8% | +0.6% | +5.1% | +5.4% |
| 3M | +14.9% | +7.5% | +7.4% | +10.5% |
| 6M | -0.4% | +13.0% | -13.4% | -6.8% |
| YTD | +18.5% | +18.3% | +0.2% | +8.2% |
| 1Y | +25.1% | +26.7% | -1.6% | +10.1% |
| 3Y | +105.9% | +89.6% | +16.3% | +45.6% |
| 5Y | +143.0% | +98.2% | +44.8% | +65.9% |
| 10Y | +162.4% | +167.4% | -5.0% | +48.6% |
| All | +1,864.9% | +255.9% | +1,608.9% | +773.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling