+701.7%
GILD vs VT
+368.8%
+332.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.3% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +9.5% | -0.7% | +10.1% | +9.9% |
| 3M | +16.8% | +4.0% | +12.8% | +13.9% |
| 6M | +0.6% | +12.3% | -11.7% | -6.4% |
| YTD | +20.1% | +14.0% | +6.1% | +10.7% |
| 1Y | +29.1% | +20.3% | +8.8% | +15.2% |
| 3Y | +111.5% | +75.4% | +36.1% | +49.1% |
| 5Y | +147.6% | +66.0% | +81.6% | +78.1% |
| 10Y | +165.9% | +228.2% | -62.3% | +22.3% |
| All | +701.7% | +368.8% | +332.9% | +206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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