+403.5%
VRT vs GSK
+65.2%
+338.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.2% | +10.0% |
| 7D | -10.6% | +4.9% | -15.5% | -9.8% |
| 30D | -17.4% | +10.8% | -28.3% | -16.2% |
| 3M | -26.4% | -1.8% | -24.6% | -25.7% |
| 6M | -41.0% | +4.1% | -45.1% | -40.5% |
| YTD | +23.8% | +7.9% | +15.9% | +26.0% |
| 1Y | +11.6% | +14.4% | -2.8% | +13.7% |
| 3Y | +403.5% | +68.1% | +335.4% | +454.6% |
| All | +403.5% | +65.2% | +338.3% | +454.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling