+140.1%
GSK vs VEU
+174.2%
-34.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.1% | +2.1% | -1.0% | 0.0% |
| 30D | +6.3% | -0.9% | +7.3% | +6.8% |
| 3M | +1.8% | -5.4% | +7.2% | +4.7% |
| 6M | +1.7% | -1.8% | +3.4% | +2.0% |
| YTD | +6.5% | +10.9% | -4.4% | -0.3% |
| 1Y | +9.5% | +13.6% | -4.1% | +1.2% |
| 3Y | +65.3% | +69.3% | -3.9% | +21.9% |
| 5Y | +43.7% | +48.1% | -4.4% | +13.0% |
| 10Y | +104.1% | +148.0% | -43.9% | +19.3% |
| All | +140.1% | +174.2% | -34.0% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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