+42.5%
VG vs GSK
+13.5%
+29.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.2% |
| 7D | -7.7% | +5.2% | -12.9% | -3.7% |
| 30D | -8.8% | +10.2% | -19.0% | -1.1% |
| 3M | -15.6% | -0.9% | -14.7% | -14.9% |
| 6M | +5.2% | +3.5% | +1.7% | +10.4% |
| YTD | +76.9% | +7.2% | +69.7% | +82.0% |
| 1Y | +42.5% | +12.0% | +30.5% | +50.7% |
| All | +42.5% | +13.5% | +29.0% | +50.7% |
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 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