+2,545.5%
VRT vs GSK
+74.8%
+2,470.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.7% |
| 7D | +2.4% | -3.6% | +6.0% | +3.4% |
| 30D | -2.7% | -5.9% | +3.3% | -1.3% |
| 3M | -9.2% | -4.3% | -4.9% | -8.8% |
| 6M | -0.5% | -10.8% | +10.3% | +2.2% |
| YTD | +62.3% | +1.8% | +60.6% | +59.1% |
| 1Y | +109.6% | +23.5% | +86.1% | +92.2% |
| 3Y | +573.1% | +49.5% | +523.5% | +450.2% |
| 5Y | +953.6% | +49.7% | +904.0% | +738.2% |
| All | +2,545.5% | +74.8% | +2,470.8% | +1,887.3% |
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