+49.7%
GSK vs VMC
+48.3%
+1.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +0.7% |
| 7D | -3.6% | -5.3% | +1.7% | -2.8% |
| 30D | -5.9% | -12.3% | +6.3% | -4.1% |
| 3M | -4.3% | -10.3% | +6.0% | -2.8% |
| 6M | -10.8% | -8.6% | -2.2% | -9.8% |
| YTD | +1.8% | -11.9% | +13.7% | +3.1% |
| 1Y | +23.5% | -13.9% | +37.4% | +25.4% |
| 3Y | +49.5% | +18.2% | +31.4% | +43.6% |
| 5Y | +49.7% | +47.7% | +1.9% | +34.4% |
| All | +49.7% | +48.3% | +1.4% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling