+50.0%
VG vs GSK
+11.3%
+38.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -22.0% | +1.7% | -23.7% | -20.8% |
| 30D | -11.6% | +7.0% | -18.7% | -6.3% |
| 3M | -14.9% | -2.7% | -12.2% | -15.2% |
| 6M | -3.5% | +1.4% | -5.0% | -0.3% |
| YTD | +70.0% | +5.3% | +64.6% | +71.7% |
| 1Y | +50.0% | +10.6% | +39.3% | +54.3% |
| All | +50.0% | +11.3% | +38.7% | +54.3% |
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