+40.1%
GILD vs EME
-9.2%
+49.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.9% | +2.9% | -4.1% |
| 7D | +1.2% | -13.6% | +14.8% | +0.8% |
| 30D | +16.2% | -27.8% | +43.9% | +15.6% |
| 3M | +27.9% | -27.6% | +55.4% | +27.3% |
| 6M | +27.1% | -36.1% | +63.2% | +29.4% |
| YTD | +39.0% | -2.5% | +41.5% | +38.6% |
| 1Y | +40.1% | -11.7% | +51.8% | +38.1% |
| All | +40.1% | -9.2% | +49.3% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling