+76.7%
GSK vs VIG
+247.5%
-170.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -5.4% | -2.2% | -3.2% | -4.1% |
| 30D | -4.6% | -3.2% | -1.4% | -2.6% |
| 3M | -5.1% | +3.0% | -8.1% | -6.8% |
| 6M | -11.4% | +8.1% | -19.6% | -15.5% |
| YTD | +0.7% | +9.1% | -8.3% | -4.4% |
| 1Y | +23.0% | +12.6% | +10.5% | +14.6% |
| 3Y | +48.0% | +55.4% | -7.4% | +12.7% |
| 5Y | +48.2% | +62.8% | -14.6% | +8.3% |
| All | +76.7% | +247.5% | -170.9% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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