+51.8%
VG vs GSK
+14.9%
+36.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +5.0% | -12.7% | -3.8% |
| 7D | -16.4% | +4.9% | -21.3% | -13.0% |
| 30D | -10.8% | +9.9% | -20.7% | -3.5% |
| 3M | -6.3% | +0.2% | -6.5% | -4.6% |
| 6M | -12.5% | +2.3% | -14.8% | -9.2% |
| YTD | +76.9% | +7.1% | +69.8% | +80.5% |
| 1Y | +51.8% | +13.1% | +38.7% | +57.1% |
| All | +51.8% | +14.9% | +36.9% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling