+49.7%
GSK vs VO
+42.2%
+7.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | -5.9% | -1.9% | -4.0% | -5.3% |
| 3M | -4.3% | +3.3% | -7.5% | -5.4% |
| 6M | -10.8% | +9.7% | -20.5% | -13.7% |
| YTD | +1.8% | +12.6% | -10.8% | -2.4% |
| 1Y | +23.5% | +13.6% | +9.8% | +18.0% |
| 3Y | +49.5% | +56.8% | -7.3% | +27.8% |
| 5Y | +49.7% | +42.3% | +7.4% | +28.0% |
| All | +49.7% | +42.2% | +7.4% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling