+2,288.5%
GILD vs VWO
+320.5%
+1,967.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.0% |
| 7D | -4.8% | -1.8% | -3.0% | -4.1% |
| 30D | +5.8% | -0.1% | +5.9% | +5.8% |
| 3M | +14.9% | +2.2% | +12.7% | +13.6% |
| 6M | -0.4% | +8.8% | -9.1% | -4.2% |
| YTD | +18.5% | +12.4% | +6.1% | +12.4% |
| 1Y | +25.1% | +15.6% | +9.5% | +17.1% |
| 3Y | +105.9% | +62.5% | +43.4% | +66.1% |
| 5Y | +143.0% | +34.3% | +108.7% | +109.5% |
| 10Y | +162.4% | +114.8% | +47.6% | +79.4% |
| All | +2,288.5% | +320.5% | +1,967.9% | +893.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling