+142.4%
GILD vs VO
+42.1%
+100.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.1% |
| 7D | -4.8% | -1.5% | -3.3% | -4.2% |
| 30D | +5.8% | -3.0% | +8.8% | +7.1% |
| 3M | +14.9% | +2.8% | +12.1% | +13.6% |
| 6M | -0.4% | +10.9% | -11.3% | -4.6% |
| YTD | +18.5% | +12.5% | +6.1% | +12.8% |
| 1Y | +25.1% | +12.0% | +13.1% | +19.2% |
| 3Y | +105.9% | +56.3% | +49.6% | +70.4% |
| All | +142.4% | +42.1% | +100.3% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling