+100.5%
GSK vs VT
+223.7%
-123.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.0% |
| 7D | +4.9% | +0.4% | +4.5% | +4.7% |
| 30D | +10.8% | -2.6% | +13.4% | +12.3% |
| 3M | -1.8% | -3.2% | +1.4% | -0.2% |
| 6M | +4.1% | +0.9% | +3.2% | +3.1% |
| YTD | +7.9% | +11.3% | -3.4% | +1.2% |
| 1Y | +14.4% | +14.0% | +0.4% | +5.9% |
| 3Y | +68.1% | +75.8% | -7.7% | +20.6% |
| 5Y | +47.7% | +57.8% | -10.2% | +11.8% |
| 10Y | +100.5% | +219.8% | -119.3% | -6.9% |
| All | +100.5% | +223.7% | -123.2% | -6.9% |
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