+76.7%
GSK vs VSH
+179.3%
-102.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -5.4% | +3.1% | -8.5% | -5.7% |
| 30D | -4.6% | -5.7% | +1.1% | -4.2% |
| 3M | -5.1% | -42.5% | +37.4% | -0.5% |
| 6M | -11.4% | +82.7% | -94.1% | -21.1% |
| YTD | +0.7% | +118.2% | -117.5% | -12.9% |
| 1Y | +23.0% | +109.7% | -86.6% | +6.5% |
| 3Y | +48.0% | +35.3% | +12.7% | +33.3% |
| 5Y | +48.2% | +65.6% | -17.4% | +26.3% |
| All | +76.7% | +179.3% | -102.6% | +29.7% |
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