+137.9%
VGT vs GSK
+47.2%
+90.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.2% | -3.5% | +3.4% | +0.2% |
| 30D | -0.4% | -3.4% | +3.0% | -0.1% |
| 3M | +4.4% | -8.1% | +12.6% | +5.2% |
| 6M | +32.1% | -11.1% | +43.2% | +33.6% |
| YTD | +28.8% | +0.7% | +28.0% | +27.7% |
| 1Y | +35.3% | +20.1% | +15.2% | +30.3% |
| 3Y | +124.8% | +46.1% | +78.6% | +105.0% |
| All | +137.9% | +47.2% | +90.7% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling