+49.3%
GSK vs VIG
+57.1%
-7.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.2% |
| 7D | -4.2% | -0.4% | -3.8% | -3.9% |
| 30D | -7.5% | -2.1% | -5.4% | -6.2% |
| 3M | -3.3% | +3.3% | -6.6% | -5.1% |
| 6M | -9.3% | +9.3% | -18.6% | -14.1% |
| YTD | +1.6% | +10.1% | -8.5% | -4.1% |
| 1Y | +25.5% | +14.7% | +10.8% | +15.8% |
| 3Y | +49.3% | +56.9% | -7.7% | +14.9% |
| All | +49.3% | +57.1% | -7.8% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling