+1,855.0%
VRT vs GSK
+84.1%
+1,770.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -17.7% | +5.2% | -22.9% | -18.7% |
| 30D | -20.0% | +10.2% | -30.2% | -22.3% |
| 3M | -28.1% | -0.9% | -27.2% | -28.4% |
| 6M | -42.8% | +3.5% | -46.3% | -44.3% |
| YTD | +20.0% | +7.2% | +12.7% | +15.4% |
| 1Y | +3.5% | +12.0% | -8.5% | -2.0% |
| 3Y | +366.1% | +67.3% | +298.8% | +262.8% |
| 5Y | +632.2% | +45.3% | +586.9% | +497.9% |
| All | +1,855.0% | +84.1% | +1,770.8% | +1,340.9% |
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 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