+147.9%
GSK vs VYM
+487.3%
-339.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -3.6% | -1.0% | -2.6% | -3.0% |
| 30D | -5.9% | -2.0% | -3.9% | -4.7% |
| 3M | -4.3% | +3.1% | -7.3% | -6.0% |
| 6M | -10.8% | +8.9% | -19.7% | -15.5% |
| YTD | +1.8% | +14.7% | -12.9% | -6.7% |
| 1Y | +23.5% | +19.4% | +4.1% | +10.3% |
| 3Y | +49.5% | +65.4% | -15.9% | +7.7% |
| 5Y | +49.7% | +77.6% | -27.9% | +2.1% |
| 10Y | +81.9% | +207.8% | -125.8% | -15.7% |
| All | +147.9% | +487.3% | -339.3% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling