+142.4%
GILD vs EQX
+83.7%
+58.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.8% |
| 7D | -4.8% | -3.2% | -1.6% | -4.7% |
| 30D | +5.8% | +7.8% | -2.0% | +5.5% |
| 3M | +14.9% | +21.3% | -6.4% | +14.0% |
| 6M | -0.4% | -22.4% | +22.1% | +0.2% |
| YTD | +18.5% | -11.3% | +29.8% | +18.6% |
| 1Y | +25.1% | +13.5% | +11.6% | +24.0% |
| 3Y | +105.9% | +162.1% | -56.2% | +95.9% |
| All | +142.4% | +83.7% | +58.8% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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