+38.6%
GILD vs VYM
+16.6%
+22.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | -2.2% | -2.8% | +0.6% | +0.5% |
| 30D | +13.6% | +1.0% | +12.6% | +13.1% |
| 3M | +28.3% | -2.9% | +31.2% | +32.0% |
| 6M | +23.9% | +2.6% | +21.4% | +21.7% |
| YTD | +38.4% | +12.8% | +25.6% | +28.1% |
| 1Y | +38.6% | +16.8% | +21.8% | +26.0% |
| All | +38.6% | +16.6% | +22.0% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling