+142.4%
GILD vs EFX
-36.2%
+178.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -4.8% | -4.5% | -0.3% | -4.1% |
| 30D | +5.8% | -6.1% | +11.9% | +6.8% |
| 3M | +14.9% | +6.2% | +8.7% | +13.7% |
| 6M | -0.4% | -11.2% | +10.9% | +1.0% |
| YTD | +18.5% | -21.4% | +39.9% | +21.9% |
| 1Y | +25.1% | -34.3% | +59.4% | +32.6% |
| 3Y | +105.9% | -12.5% | +118.4% | +105.7% |
| All | +142.4% | -36.2% | +178.6% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling