+30.4%
GSK vs VYM
+21.4%
+9.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -2.2% | -0.5% | -1.6% | -1.8% |
| 3M | -1.8% | +3.0% | -4.8% | -4.2% |
| 6M | -10.6% | +8.2% | -18.8% | -16.3% |
| YTD | +4.4% | +15.8% | -11.4% | -5.3% |
| 1Y | +30.4% | +20.8% | +9.6% | +14.3% |
| All | +30.4% | +21.4% | +9.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling