+2,010.2%
VRT vs GSK
+82.0%
+1,928.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +18.6% | +0.5% | +18.2% | +18.5% |
| 30D | -11.7% | +9.4% | -21.1% | -14.1% |
| 3M | -27.3% | +1.6% | -28.9% | -28.2% |
| 6M | -42.9% | +1.3% | -44.2% | -44.0% |
| YTD | +29.5% | +6.0% | +23.5% | +24.8% |
| 1Y | +21.0% | +9.1% | +12.0% | +15.5% |
| 3Y | +403.1% | +65.4% | +337.7% | +292.6% |
| 5Y | +688.8% | +43.0% | +645.8% | +547.2% |
| All | +2,010.2% | +82.0% | +1,928.2% | +1,459.1% |
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