+45.4%
GILD vs VST
-35.7%
+81.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -13.8% | +18.0% | +3.3% |
| 7D | +9.6% | -15.7% | +25.3% | +8.6% |
| 30D | +20.6% | -17.0% | +37.6% | +19.4% |
| 3M | +29.7% | -15.9% | +45.6% | +28.4% |
| 6M | +33.1% | -25.0% | +58.1% | +30.7% |
| YTD | +44.7% | -25.1% | +69.8% | +41.7% |
| 1Y | +45.4% | -34.9% | +80.2% | +38.1% |
| All | +45.4% | -35.7% | +81.0% | +38.1% |
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