+387.0%
VNQ vs GSK
+218.8%
+168.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.9% | -3.6% | +2.7% | +1.0% |
| 30D | -2.2% | -5.9% | +3.7% | +0.8% |
| 3M | -1.9% | -4.3% | +2.3% | -0.2% |
| 6M | +3.2% | -10.8% | +14.0% | +8.8% |
| YTD | +9.4% | +1.8% | +7.6% | +6.7% |
| 1Y | +7.5% | +23.5% | -16.0% | -6.4% |
| 3Y | +31.1% | +49.5% | -18.5% | -1.4% |
| 5Y | +6.6% | +49.7% | -43.1% | -22.7% |
| 10Y | +63.9% | +81.9% | -18.0% | +1.6% |
| All | +387.0% | +218.8% | +168.2% | +97.2% |
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