+172.5%
VEA vs GSK
+142.9%
+29.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +1.0% |
| 7D | +1.9% | -4.2% | +6.0% | +4.2% |
| 30D | +0.8% | -7.5% | +8.3% | +4.8% |
| 3M | +5.7% | -3.3% | +9.0% | +6.8% |
| 6M | +13.3% | -9.3% | +22.6% | +18.2% |
| YTD | +18.4% | +1.6% | +16.8% | +15.2% |
| 1Y | +27.0% | +25.5% | +1.5% | +8.8% |
| 3Y | +79.3% | +49.3% | +30.0% | +33.2% |
| 5Y | +62.1% | +46.7% | +15.5% | +17.7% |
| 10Y | +160.3% | +76.8% | +83.4% | +59.2% |
| All | +172.5% | +142.9% | +29.7% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling