+32,991.5%
GILD vs VFC
+569.2%
+32,422.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.1% | -1.7% |
| 7D | -4.8% | -1.4% | -3.4% | -4.6% |
| 30D | +5.8% | -9.0% | +14.8% | +7.9% |
| 3M | +14.9% | -24.2% | +39.1% | +21.3% |
| 6M | -0.4% | -18.5% | +18.2% | +2.9% |
| YTD | +18.5% | -25.9% | +44.4% | +24.4% |
| 1Y | +25.1% | -13.0% | +38.1% | +25.4% |
| 3Y | +105.9% | -20.3% | +126.2% | +87.3% |
| 5Y | +143.0% | -78.1% | +221.1% | +204.7% |
| 10Y | +162.4% | -67.9% | +230.3% | +167.9% |
| All | +32,991.5% | +569.2% | +32,422.3% | +11,745.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 all: compounded portfolio wealth divided by compounded VFC 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…
all analysis · Full analysis span regression · 6 months rolling