+142.4%
GILD vs EME
+575.5%
-433.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.0% |
| 7D | -4.8% | +3.5% | -8.3% | -5.0% |
| 30D | +5.8% | -6.3% | +12.1% | +6.1% |
| 3M | +14.9% | -3.8% | +18.7% | +15.0% |
| 6M | -0.4% | +8.5% | -8.9% | -1.2% |
| YTD | +18.5% | +27.8% | -9.3% | +16.4% |
| 1Y | +25.1% | +22.2% | +2.9% | +22.9% |
| 3Y | +105.9% | +253.5% | -147.6% | +75.9% |
| All | +142.4% | +575.5% | -433.1% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling