-50.2%
VG vs GSK
+62.2%
-112.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +3.6% |
| 7D | -8.3% | +4.9% | -13.2% | -5.8% |
| 30D | -10.3% | +10.8% | -21.2% | -5.1% |
| 3M | -10.8% | -1.8% | -9.0% | -10.5% |
| 6M | +3.5% | +4.1% | -0.6% | +7.0% |
| YTD | +74.0% | +7.9% | +66.1% | +80.3% |
| 1Y | +48.9% | +14.4% | +34.4% | +56.9% |
| All | -50.2% | +62.2% | -112.5% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling