+25.1%
GILD vs VYM
+18.4%
+6.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.3% |
| 7D | -4.8% | -0.8% | -4.0% | -4.2% |
| 30D | +5.8% | -2.2% | +8.0% | +7.8% |
| 3M | +14.9% | +3.1% | +11.9% | +12.3% |
| 6M | -0.4% | +9.7% | -10.1% | -7.6% |
| YTD | +18.5% | +14.9% | +3.6% | +7.9% |
| 1Y | +25.1% | +17.6% | +7.6% | +14.2% |
| All | +25.1% | +18.4% | +6.7% | +14.2% |
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