+122.1%
VGT vs GSK
+47.2%
+74.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -1.0% | -5.4% | +4.4% | -1.0% |
| 30D | -0.4% | -4.6% | +4.2% | -0.4% |
| 3M | +6.6% | -5.1% | +11.7% | +6.6% |
| 6M | +31.0% | -11.4% | +42.5% | +31.5% |
| YTD | +27.2% | +0.7% | +26.5% | +26.7% |
| 1Y | +34.5% | +23.0% | +11.4% | +32.1% |
| All | +122.1% | +47.2% | +74.9% | +116.9% |
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