+61.9%
GILD vs VG
-34.8%
+96.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.5% |
| 7D | -4.2% | +7.0% | -11.3% | -4.0% |
| 30D | +6.7% | +17.2% | -10.6% | +7.2% |
| 3M | +20.0% | +16.8% | +3.2% | +20.7% |
| 6M | -1.3% | +36.3% | -37.7% | -0.2% |
| YTD | +19.4% | +127.9% | -108.5% | +22.1% |
| 1Y | +28.9% | +11.7% | +17.2% | +30.1% |
| All | +61.9% | -34.8% | +96.7% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling