-46.6%
VG vs GSK
+59.3%
-105.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +4.9% |
| 7D | +5.5% | -1.1% | +6.6% | +4.9% |
| 30D | -3.6% | +7.8% | -11.4% | +0.7% |
| 3M | -4.0% | +0.3% | -4.3% | -2.7% |
| 6M | +9.4% | +3.4% | +5.9% | +12.8% |
| YTD | +86.6% | +5.9% | +80.7% | +91.7% |
| 1Y | +69.5% | +8.2% | +61.3% | +75.2% |
| All | -46.6% | +59.3% | -105.9% | -39.5% |
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