+1,705.8%
GSK vs VMC
+3,246.6%
-1,540.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -1.8% | -4.3% | +2.5% | -1.0% |
| 30D | -2.2% | -8.2% | +6.1% | -0.6% |
| 3M | -1.8% | -7.0% | +5.2% | -0.6% |
| 6M | -10.6% | -10.8% | +0.1% | -8.9% |
| YTD | +4.4% | -7.4% | +11.8% | +5.3% |
| 1Y | +30.4% | -9.5% | +39.9% | +32.0% |
| 3Y | +60.1% | +20.5% | +39.6% | +51.6% |
| 5Y | +46.8% | +51.6% | -4.8% | +31.0% |
| 10Y | +79.2% | +150.0% | -70.8% | +37.4% |
| All | +1,705.8% | +3,246.6% | -1,540.8% | +633.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling