+142.4%
GILD vs ETR
+122.3%
+20.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.8% | -1.8% | -3.0% | -4.4% |
| 30D | +5.8% | -1.8% | +7.5% | +6.2% |
| 3M | +14.9% | -3.6% | +18.5% | +16.0% |
| 6M | -0.4% | +2.6% | -3.0% | -1.3% |
| YTD | +18.5% | +16.0% | +2.5% | +13.4% |
| 1Y | +25.1% | +20.1% | +5.0% | +18.3% |
| 3Y | +105.9% | +143.6% | -37.7% | +54.2% |
| All | +142.4% | +122.3% | +20.1% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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