+159.7%
GILD vs ESI
+312.8%
-153.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.8% | -4.6% | -0.2% | -4.3% |
| 30D | +5.8% | -10.5% | +16.3% | +7.1% |
| 3M | +14.9% | -19.8% | +34.7% | +17.4% |
| 6M | -0.4% | +5.8% | -6.2% | -2.4% |
| YTD | +18.5% | +38.3% | -19.8% | +11.6% |
| 1Y | +25.1% | +31.5% | -6.4% | +18.3% |
| 3Y | +105.9% | +80.7% | +25.2% | +83.0% |
| 5Y | +143.0% | +69.4% | +73.6% | +114.6% |
| All | +159.7% | +312.8% | -153.0% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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