+162.4%
GILD vs VST
+1,167.8%
-1,005.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -4.8% | -0.6% | -4.2% | -4.8% |
| 30D | +5.8% | +1.2% | +4.6% | +5.7% |
| 3M | +14.9% | +1.5% | +13.4% | +14.5% |
| 6M | -0.4% | -6.5% | +6.2% | -0.3% |
| YTD | +18.5% | -7.8% | +26.3% | +18.3% |
| 1Y | +25.1% | -26.9% | +52.0% | +26.6% |
| 3Y | +105.9% | +353.9% | -248.0% | +57.8% |
| 5Y | +143.0% | +782.7% | -639.8% | +65.3% |
| All | +162.4% | +1,167.8% | -1,005.4% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling