+37.4%
GILD vs VST
-20.6%
+58.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | 0.0% |
| 7D | +3.7% | +8.9% | -5.3% | +4.0% |
| 30D | +14.6% | +6.2% | +8.4% | +14.9% |
| 3M | +17.7% | -2.7% | +20.4% | +17.3% |
| 6M | +3.1% | -8.4% | +11.5% | +2.6% |
| YTD | +24.5% | -7.2% | +31.7% | +23.9% |
| 1Y | +37.4% | -20.9% | +58.3% | +35.0% |
| All | +37.4% | -20.6% | +58.0% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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