+142.4%
GILD vs VWO
+34.0%
+108.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | -4.8% | -1.8% | -3.0% | -4.4% |
| 30D | +5.8% | -0.1% | +5.9% | +5.8% |
| 3M | +14.9% | +2.2% | +12.7% | +14.1% |
| 6M | -0.4% | +8.8% | -9.1% | -2.9% |
| YTD | +18.5% | +12.4% | +6.1% | +14.5% |
| 1Y | +25.1% | +15.6% | +9.5% | +19.9% |
| 3Y | +105.9% | +62.5% | +43.4% | +79.5% |
| All | +142.4% | +34.0% | +108.4% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling