+105.9%
GILD vs EW
+14.0%
+91.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | -4.8% | -6.2% | +1.3% | -4.4% |
| 30D | +5.8% | -9.3% | +15.1% | +6.6% |
| 3M | +14.9% | -1.6% | +16.6% | +15.1% |
| 6M | -0.4% | -0.8% | +0.5% | -0.3% |
| YTD | +18.5% | -1.0% | +19.6% | +18.6% |
| 1Y | +25.1% | +8.2% | +17.0% | +24.6% |
| 3Y | +105.9% | +12.7% | +93.2% | +98.5% |
| All | +105.9% | +14.0% | +91.9% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling