+40.1%
GILD vs EWZ
+5.3%
+34.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -3.9% |
| 7D | +1.2% | -4.2% | +5.3% | +1.3% |
| 30D | +16.2% | -26.1% | +42.3% | +17.6% |
| 3M | +27.9% | -12.0% | +39.9% | +26.4% |
| 6M | +27.1% | -19.3% | +46.3% | +28.0% |
| YTD | +39.0% | +0.9% | +38.1% | +34.8% |
| 1Y | +40.1% | +3.4% | +36.7% | +34.7% |
| All | +40.1% | +5.3% | +34.8% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling