+49.7%
GSK vs VSH
+67.3%
-17.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -3.6% | +3.5% | -7.1% | -3.7% |
| 30D | -5.9% | -4.4% | -1.5% | -5.8% |
| 3M | -4.3% | -45.8% | +41.6% | -1.5% |
| 6M | -10.8% | +90.1% | -100.9% | -17.9% |
| YTD | +1.8% | +120.3% | -118.5% | -7.9% |
| 1Y | +23.5% | +112.2% | -88.8% | +11.7% |
| 3Y | +49.5% | +36.6% | +12.9% | +38.5% |
| 5Y | +49.7% | +67.0% | -17.4% | +29.8% |
| All | +49.7% | +67.3% | -17.6% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling