+45.4%
GILD vs VUG
+4.9%
+40.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +4.1% |
| 7D | +9.6% | -3.0% | +12.6% | +9.7% |
| 30D | +20.6% | -6.4% | +27.1% | +21.2% |
| 3M | +29.7% | -3.2% | +32.9% | +29.7% |
| 6M | +33.1% | +3.1% | +30.0% | +31.2% |
| YTD | +44.7% | +6.3% | +38.4% | +39.3% |
| 1Y | +45.4% | +5.2% | +40.2% | +40.1% |
| All | +45.4% | +4.9% | +40.5% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling