+37.4%
GILD vs VSH
+118.1%
-80.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -0.1% |
| 7D | +3.7% | +4.1% | -0.4% | +3.7% |
| 30D | +14.6% | -4.2% | +18.8% | +14.5% |
| 3M | +17.7% | -50.0% | +67.6% | +18.2% |
| 6M | +3.1% | +80.2% | -77.1% | -5.8% |
| YTD | +24.5% | +121.1% | -96.6% | +12.7% |
| 1Y | +37.4% | +112.0% | -74.6% | +21.2% |
| All | +37.4% | +118.1% | -80.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling