+1,705.8%
GSK vs VSH
+1,674.8%
+31.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.4% | -2.4% |
| 7D | -1.8% | +4.1% | -5.9% | -2.3% |
| 30D | -2.2% | -4.2% | +2.0% | -1.9% |
| 3M | -1.8% | -50.0% | +48.2% | +4.8% |
| 6M | -10.6% | +80.2% | -90.8% | -18.9% |
| YTD | +4.4% | +121.1% | -116.7% | -7.8% |
| 1Y | +30.4% | +112.0% | -81.6% | +15.3% |
| 3Y | +60.1% | +22.5% | +37.5% | +47.7% |
| 5Y | +46.8% | +64.0% | -17.3% | +29.1% |
| 10Y | +79.2% | +170.4% | -91.2% | +43.7% |
| All | +1,705.8% | +1,674.8% | +31.0% | +789.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling