+159.7%
GILD vs EWT
+523.5%
-363.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | -4.8% | -1.1% | -3.7% | -4.6% |
| 30D | +5.8% | +4.5% | +1.3% | +4.7% |
| 3M | +14.9% | +8.3% | +6.7% | +12.2% |
| 6M | -0.4% | +54.2% | -54.6% | -11.5% |
| YTD | +18.5% | +74.6% | -56.0% | +1.9% |
| 1Y | +25.1% | +84.9% | -59.8% | +5.8% |
| 3Y | +105.9% | +197.5% | -91.6% | +49.2% |
| 5Y | +143.0% | +150.6% | -7.6% | +84.1% |
| All | +159.7% | +523.5% | -363.8% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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