+2,263.1%
VGT vs GSK
+223.1%
+2,040.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.9% |
| 7D | +1.8% | -4.2% | +6.0% | +3.6% |
| 30D | -0.3% | -7.5% | +7.2% | +2.6% |
| 3M | +3.4% | -3.3% | +6.6% | +4.0% |
| 6M | +35.0% | -9.3% | +44.3% | +38.8% |
| YTD | +28.8% | +1.6% | +27.2% | +25.5% |
| 1Y | +38.0% | +25.5% | +12.5% | +22.1% |
| 3Y | +125.8% | +49.3% | +76.5% | +78.2% |
| 5Y | +134.7% | +46.7% | +88.1% | +82.2% |
| 10Y | +792.6% | +76.8% | +715.8% | +518.3% |
| All | +2,263.1% | +223.1% | +2,040.0% | +1,141.9% |
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 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