+107.5%
GILD vs VST
+344.8%
-237.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.6% |
| 7D | -4.2% | +2.0% | -6.2% | -4.2% |
| 30D | +6.7% | +1.5% | +5.2% | +6.7% |
| 3M | +20.0% | +6.3% | +13.7% | +20.0% |
| 6M | -1.3% | -10.3% | +9.0% | -1.5% |
| YTD | +19.4% | -8.6% | +28.0% | +19.3% |
| 1Y | +28.9% | -29.3% | +58.3% | +28.2% |
| All | +107.5% | +344.8% | -237.3% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling