+159.7%
GILD vs VIG
+250.0%
-90.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.2% |
| 7D | -4.8% | -1.1% | -3.8% | -4.1% |
| 30D | +5.8% | -2.7% | +8.5% | +7.8% |
| 3M | +14.9% | +2.5% | +12.4% | +13.1% |
| 6M | -0.4% | +9.2% | -9.6% | -5.9% |
| YTD | +18.5% | +9.8% | +8.7% | +11.5% |
| 1Y | +25.1% | +12.4% | +12.7% | +15.9% |
| 3Y | +105.9% | +55.9% | +50.0% | +53.2% |
| 5Y | +143.0% | +63.9% | +79.0% | +73.5% |
| All | +159.7% | +250.0% | -90.3% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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