+159.7%
GILD vs VNQ
+64.0%
+95.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -4.8% | -1.3% | -3.6% | -4.4% |
| 30D | +5.8% | -2.6% | +8.4% | +6.7% |
| 3M | +14.9% | -2.0% | +17.0% | +15.8% |
| 6M | -0.4% | +4.3% | -4.7% | -1.8% |
| YTD | +18.5% | +9.2% | +9.3% | +15.0% |
| 1Y | +25.1% | +5.6% | +19.5% | +22.7% |
| 3Y | +105.9% | +30.8% | +75.0% | +86.9% |
| 5Y | +143.0% | +8.0% | +135.0% | +132.6% |
| All | +159.7% | +64.0% | +95.7% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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