+159.7%
GILD vs VSH
+196.4%
-36.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -6.9% | -1.5% |
| 7D | -4.8% | +4.8% | -9.6% | -5.4% |
| 30D | +5.8% | -0.7% | +6.5% | +5.7% |
| 3M | +14.9% | -43.1% | +58.0% | +21.7% |
| 6M | -0.4% | +91.8% | -92.1% | -13.1% |
| YTD | +18.5% | +131.6% | -113.1% | 0.0% |
| 1Y | +25.1% | +118.1% | -93.0% | +6.0% |
| 3Y | +105.9% | +40.9% | +65.0% | +82.3% |
| 5Y | +143.0% | +75.8% | +67.2% | +102.9% |
| All | +159.7% | +196.4% | -36.7% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling