+159.7%
GILD vs VO
+200.3%
-40.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.1% |
| 7D | -4.8% | -1.5% | -3.3% | -4.1% |
| 30D | +5.8% | -3.0% | +8.8% | +7.3% |
| 3M | +14.9% | +2.8% | +12.1% | +13.4% |
| 6M | -0.4% | +10.9% | -11.3% | -5.1% |
| YTD | +18.5% | +12.5% | +6.1% | +12.1% |
| 1Y | +25.1% | +12.0% | +13.1% | +18.5% |
| 3Y | +105.9% | +56.3% | +49.6% | +65.5% |
| 5Y | +143.0% | +42.9% | +100.0% | +100.9% |
| All | +159.7% | +200.3% | -40.5% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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