+558.1%
VRT vs GILD
+108.6%
+449.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.6% |
| 7D | -8.4% | -4.8% | -3.5% | -8.6% |
| 30D | -10.9% | +5.8% | -16.6% | -10.6% |
| 3M | -13.7% | +14.9% | -28.6% | -13.1% |
| 6M | -4.1% | -0.4% | -3.8% | -4.0% |
| YTD | +58.7% | +18.5% | +40.2% | +64.3% |
| 1Y | +89.6% | +25.1% | +64.5% | +99.2% |
| 3Y | +558.1% | +105.9% | +452.2% | +728.8% |
| All | +558.1% | +108.6% | +449.6% | +728.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 3y: compounded portfolio wealth divided by compounded GILD 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…
3y analysis · Full analysis span regression · 6 months rolling