+1,731.5%
GSK vs VMC
+3,530.3%
-1,798.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -1.1% | -4.3% | +3.2% | -0.2% |
| 30D | +7.8% | +16.2% | -8.4% | +4.7% |
| 3M | +0.3% | -0.8% | +1.1% | +0.3% |
| 6M | +3.4% | +1.2% | +2.3% | +2.8% |
| YTD | +5.9% | +0.5% | +5.4% | +5.1% |
| 1Y | +8.2% | -2.9% | +11.1% | +8.1% |
| 3Y | +65.3% | +37.3% | +27.9% | +52.5% |
| 5Y | +43.3% | +48.8% | -5.5% | +28.5% |
| 10Y | +102.9% | +131.4% | -28.5% | +58.4% |
| All | +1,731.5% | +3,530.3% | -1,798.8% | +631.0% |
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