+167.8%
GILD vs VST
+1,196.4%
-1,028.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.0% |
| 7D | -2.2% | +9.9% | -12.1% | -2.8% |
| 30D | +10.1% | +7.9% | +2.2% | +9.5% |
| 3M | +15.2% | +3.4% | +11.8% | +14.7% |
| 6M | +3.1% | -4.1% | +7.2% | +3.0% |
| YTD | +20.9% | -5.7% | +26.6% | +20.6% |
| 1Y | +29.8% | -18.9% | +48.7% | +30.3% |
| 3Y | +113.0% | +359.1% | -246.1% | +63.2% |
| 5Y | +144.9% | +766.9% | -622.0% | +67.4% |
| All | +167.8% | +1,196.4% | -1,028.6% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling