-39.3%
VG vs GSK
+57.0%
-96.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -1.3% |
| 7D | +1.7% | -1.8% | +3.5% | +0.8% |
| 30D | +16.0% | -2.2% | +18.2% | +14.9% |
| 3M | +9.7% | -1.8% | +11.5% | +9.4% |
| 6M | +29.6% | -10.6% | +40.2% | +25.2% |
| YTD | +112.0% | +4.4% | +107.6% | +114.1% |
| 1Y | +12.8% | +30.4% | -17.6% | +22.4% |
| All | -39.3% | +57.0% | -96.4% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling