+159.7%
GILD vs VGT
+820.0%
-660.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | -4.8% | -0.2% | -4.7% | -4.8% |
| 30D | +5.8% | -0.4% | +6.2% | +5.8% |
| 3M | +14.9% | +4.4% | +10.5% | +13.0% |
| 6M | -0.4% | +32.1% | -32.4% | -8.9% |
| YTD | +18.5% | +28.8% | -10.2% | +9.1% |
| 1Y | +25.1% | +35.3% | -10.2% | +13.1% |
| 3Y | +105.9% | +124.8% | -18.9% | +53.5% |
| 5Y | +143.0% | +137.9% | +5.1% | +73.2% |
| All | +159.7% | +820.0% | -660.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling