+159.7%
GILD vs VXUS
+151.1%
+8.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.2% |
| 7D | -4.8% | -1.4% | -3.4% | -4.2% |
| 30D | +5.8% | -0.5% | +6.2% | +6.0% |
| 3M | +14.9% | +2.6% | +12.4% | +13.3% |
| 6M | -0.4% | +10.9% | -11.2% | -5.5% |
| YTD | +18.5% | +16.1% | +2.4% | +9.9% |
| 1Y | +25.1% | +22.3% | +2.8% | +13.2% |
| 3Y | +105.9% | +72.0% | +33.9% | +57.7% |
| 5Y | +143.0% | +54.1% | +88.8% | +94.6% |
| All | +159.7% | +151.1% | +8.6% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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