+61.8%
VNQ vs GSK
+80.1%
-18.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.3% | -3.5% | +2.3% | 0.0% |
| 30D | -2.6% | -3.4% | +0.9% | -1.4% |
| 3M | -2.0% | -8.1% | +6.1% | +0.9% |
| 6M | +4.3% | -11.1% | +15.5% | +8.5% |
| YTD | +9.2% | +0.7% | +8.5% | +7.8% |
| 1Y | +5.6% | +20.1% | -14.5% | -3.3% |
| 3Y | +30.8% | +46.1% | -15.3% | +7.5% |
| 5Y | +8.0% | +48.2% | -40.3% | -14.4% |
| All | +61.8% | +80.1% | -18.3% | +19.1% |
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