+152.1%
GILD vs VSXY
+37.5%
+114.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -0.9% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +5.8% | -18.7% | +24.5% | +6.6% |
| 3M | +14.9% | -4.0% | +18.9% | +14.9% |
| 6M | -0.4% | +67.5% | -67.8% | -3.4% |
| YTD | +18.5% | +39.7% | -21.1% | +15.6% |
| 1Y | +25.1% | +180.0% | -154.9% | +17.1% |
| 3Y | +105.9% | +337.3% | -231.4% | +81.2% |
| 5Y | +143.0% | +22.7% | +120.3% | +130.5% |
| All | +152.1% | +37.5% | +114.6% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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