+80.3%
GSK vs VT
+224.5%
-144.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.8% | +0.4% | -2.3% | -2.1% |
| 30D | -2.2% | +1.0% | -3.1% | -2.7% |
| 3M | -1.8% | +2.4% | -4.2% | -3.3% |
| 6M | -10.6% | +12.0% | -22.6% | -16.3% |
| YTD | +4.4% | +15.3% | -10.9% | -3.8% |
| 1Y | +30.4% | +22.6% | +7.8% | +16.0% |
| 3Y | +60.1% | +74.7% | -14.6% | +15.3% |
| 5Y | +46.8% | +66.1% | -19.4% | +7.8% |
| All | +80.3% | +224.5% | -144.2% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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