+53.1%
GSK vs VSXY
+42.7%
+10.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -2.8% |
| 7D | -4.2% | -6.8% | +2.6% | -4.1% |
| 30D | -7.5% | -20.4% | +12.9% | -7.1% |
| 3M | -3.3% | +2.9% | -6.2% | -3.4% |
| 6M | -9.3% | +67.9% | -77.2% | -10.6% |
| YTD | +1.6% | +44.9% | -43.3% | +0.4% |
| 1Y | +25.5% | +205.9% | -180.4% | +22.0% |
| 3Y | +49.3% | +373.9% | -324.6% | +41.5% |
| 5Y | +46.7% | +23.5% | +23.2% | +45.8% |
| All | +53.1% | +42.7% | +10.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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