+53.4%
GSK vs VO
+58.7%
-5.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -1.8% | -0.3% | -1.6% | -1.7% |
| 30D | -2.2% | -0.3% | -1.8% | -2.1% |
| 3M | -1.8% | +2.9% | -4.8% | -3.0% |
| 6M | -10.6% | +9.3% | -20.0% | -13.7% |
| YTD | +4.4% | +14.2% | -9.8% | -0.7% |
| 1Y | +30.4% | +15.3% | +15.2% | +23.5% |
| All | +53.4% | +58.7% | -5.2% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling