+76.7%
GSK vs VCLT
+17.0%
+59.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.7% |
| 7D | -5.4% | -1.3% | -4.1% | -5.0% |
| 30D | -4.6% | -1.1% | -3.5% | -4.2% |
| 3M | -5.1% | -3.7% | -1.4% | -3.9% |
| 6M | -11.4% | -4.0% | -7.4% | -10.2% |
| YTD | +0.7% | -3.4% | +4.1% | +1.9% |
| 1Y | +23.0% | -4.1% | +27.2% | +24.8% |
| 3Y | +48.0% | +11.0% | +37.0% | +43.8% |
| 5Y | +48.2% | -17.0% | +65.2% | +53.6% |
| All | +76.7% | +17.0% | +59.7% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling