+40.1%
GILD vs VCLT
-3.5%
+43.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.0% | -4.0% |
| 7D | +1.2% | +0.3% | +0.9% | +0.9% |
| 30D | +16.2% | +3.6% | +12.6% | +12.4% |
| 3M | +27.9% | -1.9% | +29.8% | +29.9% |
| 6M | +27.1% | -3.2% | +30.3% | +29.9% |
| YTD | +39.0% | -3.1% | +42.0% | +41.1% |
| 1Y | +40.1% | -3.1% | +43.1% | +42.3% |
| All | +40.1% | -3.5% | +43.5% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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