+800.0%
VGT vs GSK
+80.1%
+719.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.2% | -3.5% | +3.4% | +0.9% |
| 30D | -0.4% | -3.4% | +3.0% | +0.4% |
| 3M | +4.4% | -8.1% | +12.6% | +6.5% |
| 6M | +32.1% | -11.1% | +43.2% | +35.7% |
| YTD | +28.8% | +0.7% | +28.0% | +26.5% |
| 1Y | +35.3% | +20.1% | +15.2% | +24.7% |
| 3Y | +124.8% | +46.1% | +78.6% | +86.3% |
| 5Y | +137.9% | +48.2% | +89.7% | +90.7% |
| All | +800.0% | +80.1% | +719.9% | +563.6% |
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