+20.1%
GSK vs VIG
+13.0%
+7.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.6% |
| 7D | -3.5% | -1.1% | -2.5% | -2.5% |
| 30D | -3.4% | -2.7% | -0.7% | -0.9% |
| 3M | -8.1% | +2.5% | -10.7% | -10.0% |
| 6M | -11.1% | +9.2% | -20.4% | -17.7% |
| YTD | +0.7% | +9.8% | -9.1% | -6.8% |
| 1Y | +20.1% | +12.4% | +7.8% | +8.2% |
| All | +20.1% | +13.0% | +7.1% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling