+182.7%
GSK vs VT
+345.0%
-162.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | +0.8% |
| 7D | +3.6% | -4.2% | +7.7% | +6.0% |
| 30D | +8.2% | -5.8% | +14.0% | +11.7% |
| 3M | -1.2% | -5.2% | +4.1% | +1.7% |
| 6M | +1.9% | +0.1% | +1.8% | +1.3% |
| YTD | +5.5% | +8.2% | -2.7% | +0.3% |
| 1Y | +11.8% | +10.1% | +1.7% | +5.2% |
| 3Y | +64.5% | +69.7% | -5.2% | +19.5% |
| 5Y | +41.9% | +53.4% | -11.5% | +7.9% |
| 10Y | +105.1% | +219.2% | -114.2% | -0.7% |
| All | +182.7% | +345.0% | -162.3% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling