+1,126.8%
GILD vs VYM
+488.1%
+638.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.2% |
| 7D | -4.8% | -0.8% | -4.0% | -4.3% |
| 30D | +5.8% | -2.2% | +8.0% | +7.5% |
| 3M | +14.9% | +3.1% | +11.9% | +12.5% |
| 6M | -0.4% | +9.7% | -10.1% | -6.7% |
| YTD | +18.5% | +14.9% | +3.6% | +7.4% |
| 1Y | +25.1% | +17.6% | +7.6% | +11.5% |
| 3Y | +105.9% | +65.3% | +40.6% | +43.2% |
| 5Y | +143.0% | +78.7% | +64.3% | +59.0% |
| 10Y | +162.4% | +208.2% | -45.8% | +12.7% |
| All | +1,126.8% | +488.1% | +638.7% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling