+60.7%
GILD vs VG
-33.5%
+94.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.7% |
| 7D | -4.8% | +9.6% | -14.4% | -4.6% |
| 30D | +5.8% | +15.2% | -9.4% | +6.3% |
| 3M | +14.9% | +24.1% | -9.2% | +15.8% |
| 6M | -0.4% | +27.2% | -27.5% | +0.6% |
| YTD | +18.5% | +132.3% | -113.8% | +21.2% |
| 1Y | +25.1% | +15.7% | +9.4% | +26.4% |
| All | +60.7% | -33.5% | +94.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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