+76.7%
GSK vs VTEB
+17.9%
+58.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.3% |
| 7D | -3.5% | -0.9% | -2.6% | -2.7% |
| 30D | -3.4% | -2.5% | -0.9% | -1.2% |
| 3M | -8.1% | -3.0% | -5.2% | -5.6% |
| 6M | -11.1% | -2.1% | -9.0% | -9.4% |
| YTD | +0.7% | -1.5% | +2.2% | +2.2% |
| 1Y | +20.1% | +0.2% | +20.0% | +20.1% |
| 3Y | +46.1% | +8.6% | +37.6% | +36.9% |
| 5Y | +48.2% | +1.2% | +47.0% | +46.4% |
| All | +76.7% | +17.9% | +58.9% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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