+159.7%
GILD vs EFX
+42.6%
+117.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | -4.8% | -4.5% | -0.3% | -4.0% |
| 30D | +5.8% | -6.1% | +11.9% | +6.9% |
| 3M | +14.9% | +6.2% | +8.7% | +13.5% |
| 6M | -0.4% | -11.2% | +10.9% | +1.2% |
| YTD | +18.5% | -21.4% | +39.9% | +22.4% |
| 1Y | +25.1% | -34.3% | +59.4% | +33.4% |
| 3Y | +105.9% | -12.5% | +118.4% | +104.8% |
| 5Y | +143.0% | -35.6% | +178.5% | +150.7% |
| All | +159.7% | +42.6% | +117.2% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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