+76.7%
GSK vs VMC
+156.6%
-79.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | -3.5% | -3.8% | +0.2% | -3.0% |
| 30D | -3.4% | -9.7% | +6.2% | -2.0% |
| 3M | -8.1% | -9.6% | +1.5% | -6.8% |
| 6M | -11.1% | -4.8% | -6.3% | -10.6% |
| YTD | +0.7% | -10.9% | +11.6% | +2.0% |
| 1Y | +20.1% | -15.6% | +35.7% | +22.6% |
| 3Y | +46.1% | +19.3% | +26.8% | +40.1% |
| 5Y | +48.2% | +48.0% | +0.2% | +35.6% |
| All | +76.7% | +156.6% | -79.9% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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