+82.4%
VZ vs GILD
+108.6%
-26.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | +0.9% | -4.8% | +5.8% | +1.8% |
| 30D | +7.7% | +5.8% | +1.9% | +6.7% |
| 3M | +9.7% | +14.9% | -5.3% | +7.0% |
| 6M | +3.1% | -0.4% | +3.4% | +2.9% |
| YTD | +30.5% | +18.5% | +12.0% | +26.6% |
| 1Y | +22.5% | +25.1% | -2.6% | +17.6% |
| 3Y | +82.4% | +105.9% | -23.5% | +57.6% |
| All | +82.4% | +108.6% | -26.2% | +57.6% |
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