+32,991.5%
GILD vs VMC
+3,307.4%
+29,684.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | -4.8% | -3.8% | -1.1% | -3.9% |
| 30D | +5.8% | -9.7% | +15.5% | +8.4% |
| 3M | +14.9% | -9.6% | +24.6% | +17.5% |
| 6M | -0.4% | -4.8% | +4.5% | +0.4% |
| YTD | +18.5% | -10.9% | +29.4% | +20.9% |
| 1Y | +25.1% | -15.6% | +40.7% | +29.3% |
| 3Y | +105.9% | +19.3% | +86.6% | +91.6% |
| 5Y | +143.0% | +48.0% | +95.0% | +110.1% |
| 10Y | +162.4% | +155.4% | +7.0% | +81.7% |
| All | +32,991.5% | +3,307.4% | +29,684.1% | +14,260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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