-44.1%
VG vs GSK
+59.4%
-103.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.7% | +4.8% |
| 7D | +15.1% | +0.5% | +14.6% | +15.4% |
| 30D | -4.2% | +9.4% | -13.6% | +0.7% |
| 3M | -3.1% | +1.6% | -4.7% | -1.2% |
| 6M | +0.3% | +1.3% | -1.0% | +2.6% |
| YTD | +95.5% | +6.0% | +89.5% | +100.8% |
| 1Y | +64.4% | +9.1% | +55.4% | +70.3% |
| All | -44.1% | +59.4% | -103.5% | -36.6% |
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