+454.5%
V vs GSK
+102.9%
+351.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.6% | +5.2% | -4.6% | -1.2% |
| 30D | +9.7% | +10.2% | -0.4% | +5.9% |
| 3M | +17.3% | -0.9% | +18.2% | +17.4% |
| 6M | +33.2% | +3.5% | +29.7% | +30.8% |
| YTD | +21.3% | +7.2% | +14.1% | +16.4% |
| 1Y | +27.3% | +12.0% | +15.3% | +20.0% |
| 3Y | +76.1% | +67.3% | +8.8% | +35.9% |
| 5Y | +103.5% | +45.3% | +58.2% | +64.6% |
| 10Y | +454.5% | +101.8% | +352.7% | +278.6% |
| All | +454.5% | +102.9% | +351.5% | +278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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