+110.4%
GSK vs VTEB
+26.0%
+84.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -3.6% | -0.7% | -2.9% | -3.0% |
| 30D | -5.9% | -2.1% | -3.9% | -4.3% |
| 3M | -4.3% | -2.7% | -1.6% | -2.1% |
| 6M | -10.8% | -2.1% | -8.7% | -9.2% |
| YTD | +1.8% | -1.1% | +2.9% | +2.8% |
| 1Y | +23.5% | +1.3% | +22.1% | +22.3% |
| 3Y | +49.5% | +9.0% | +40.5% | +40.4% |
| 5Y | +49.7% | +1.5% | +48.2% | +47.4% |
| 10Y | +81.9% | +18.5% | +63.4% | +80.9% |
| All | +110.4% | +26.0% | +84.4% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling