+159.7%
GILD vs VWO
+117.1%
+42.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.0% |
| 7D | -4.8% | -1.8% | -3.0% | -4.3% |
| 30D | +5.8% | -0.1% | +5.9% | +5.8% |
| 3M | +14.9% | +2.2% | +12.7% | +13.9% |
| 6M | -0.4% | +8.8% | -9.1% | -3.5% |
| YTD | +18.5% | +12.4% | +6.1% | +13.5% |
| 1Y | +25.1% | +15.6% | +9.5% | +18.6% |
| 3Y | +105.9% | +62.5% | +43.4% | +72.7% |
| 5Y | +143.0% | +34.3% | +108.7% | +116.3% |
| All | +159.7% | +117.1% | +42.6% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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