+159.7%
GILD vs EW
+120.5%
+39.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.3% |
| 7D | -4.8% | -6.2% | +1.3% | -3.9% |
| 30D | +5.8% | -9.3% | +15.1% | +7.3% |
| 3M | +14.9% | -1.6% | +16.6% | +15.2% |
| 6M | -0.4% | -0.8% | +0.5% | -0.4% |
| YTD | +18.5% | -1.0% | +19.6% | +18.4% |
| 1Y | +25.1% | +8.2% | +17.0% | +23.3% |
| 3Y | +105.9% | +12.7% | +93.2% | +96.7% |
| 5Y | +143.0% | -30.2% | +173.2% | +150.2% |
| All | +159.7% | +120.5% | +39.3% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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