+81.9%
GSK vs VO
+193.0%
-111.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -3.6% | -0.6% | -3.0% | -3.3% |
| 30D | -5.9% | -1.9% | -4.0% | -5.1% |
| 3M | -4.3% | +3.3% | -7.5% | -5.7% |
| 6M | -10.8% | +9.7% | -20.5% | -14.6% |
| YTD | +1.8% | +12.6% | -10.8% | -3.7% |
| 1Y | +23.5% | +13.6% | +9.8% | +16.2% |
| 3Y | +49.5% | +56.8% | -7.3% | +20.2% |
| 5Y | +49.7% | +42.3% | +7.4% | +24.1% |
| 10Y | +81.9% | +199.2% | -117.2% | -2.7% |
| All | +81.9% | +193.0% | -111.0% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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