+3.5%
VRT vs GSK
+13.5%
-10.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.4% |
| 7D | -17.7% | +5.2% | -22.9% | -15.6% |
| 30D | -20.0% | +10.2% | -30.2% | -17.1% |
| 3M | -28.1% | -0.9% | -27.2% | -26.4% |
| 6M | -42.8% | +3.5% | -46.3% | -41.9% |
| YTD | +20.0% | +7.2% | +12.7% | +26.5% |
| 1Y | +3.5% | +12.0% | -8.5% | +10.4% |
| All | +3.5% | +13.5% | -10.0% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling