+105.9%
GILD vs VCLT
+11.4%
+94.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -1.4% | -3.5% | -4.2% |
| 30D | +5.8% | -1.2% | +7.0% | +6.4% |
| 3M | +14.9% | -4.8% | +19.7% | +17.6% |
| 6M | -0.4% | -2.6% | +2.2% | +0.9% |
| YTD | +18.5% | -3.3% | +21.9% | +20.4% |
| 1Y | +25.1% | -4.8% | +29.9% | +28.0% |
| 3Y | +105.9% | +11.5% | +94.4% | +97.6% |
| All | +105.9% | +11.4% | +94.5% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling