+142.4%
GILD vs EWZ
+59.6%
+82.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -4.8% | +0.9% | -5.7% | -4.9% |
| 30D | +5.8% | +12.8% | -7.0% | +4.2% |
| 3M | +14.9% | +10.8% | +4.2% | +13.3% |
| 6M | -0.4% | +2.5% | -2.9% | -0.9% |
| YTD | +18.5% | +21.4% | -2.8% | +15.5% |
| 1Y | +25.1% | +32.8% | -7.7% | +20.5% |
| 3Y | +105.9% | +45.2% | +60.7% | +95.1% |
| All | +142.4% | +59.6% | +82.8% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling