+159.7%
GILD vs VUG
+424.7%
-265.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +5.8% | -1.0% | +6.7% | +6.1% |
| 3M | +14.9% | +3.5% | +11.4% | +13.2% |
| 6M | -0.4% | +14.2% | -14.5% | -5.4% |
| YTD | +18.5% | +8.5% | +10.0% | +14.5% |
| 1Y | +25.1% | +12.9% | +12.2% | +18.9% |
| 3Y | +105.9% | +85.6% | +20.3% | +57.5% |
| 5Y | +143.0% | +78.1% | +64.9% | +86.1% |
| All | +159.7% | +424.7% | -265.0% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling