+142.4%
GILD vs VSH
+74.2%
+68.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -6.9% | -1.2% |
| 7D | -4.8% | +4.8% | -9.6% | -5.2% |
| 30D | +5.8% | -0.7% | +6.5% | +5.7% |
| 3M | +14.9% | -43.1% | +58.0% | +19.6% |
| 6M | -0.4% | +91.8% | -92.1% | -11.3% |
| YTD | +18.5% | +131.6% | -113.1% | +2.7% |
| 1Y | +25.1% | +118.1% | -93.0% | +8.8% |
| 3Y | +105.9% | +40.9% | +65.0% | +86.1% |
| All | +142.4% | +74.2% | +68.3% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling