+104.0%
GSK vs VSH
+135.8%
-31.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.0% | -2.0% |
| 7D | -1.1% | +12.8% | -13.8% | -2.3% |
| 30D | +7.8% | -9.0% | +16.9% | +8.2% |
| 3M | +0.3% | -12.2% | +12.5% | +0.6% |
| 6M | +3.4% | -15.9% | +19.4% | +1.6% |
| YTD | +5.9% | +103.2% | -97.3% | -8.5% |
| 1Y | +8.2% | +108.4% | -100.2% | -6.9% |
| 3Y | +65.3% | +41.6% | +23.7% | +46.0% |
| 5Y | +43.3% | +54.6% | -11.3% | +22.1% |
| All | +104.0% | +135.8% | -31.8% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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