+13.1%
GSK vs VCLT
-3.2%
+16.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +3.8% |
| 7D | +4.9% | +0.4% | +4.5% | +4.5% |
| 30D | +9.9% | +3.9% | +5.9% | +5.5% |
| 3M | +0.2% | -1.9% | +2.1% | +2.2% |
| 6M | +2.3% | -2.6% | +5.0% | +5.1% |
| YTD | +7.1% | -3.1% | +10.2% | +11.4% |
| 1Y | +13.1% | -3.6% | +16.7% | +18.5% |
| All | +13.1% | -3.2% | +16.4% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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