+644.6%
VRT vs GSK
+53.4%
+591.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +3.6% |
| 7D | +13.6% | -4.2% | +17.8% | +13.5% |
| 30D | +6.8% | -7.5% | +14.3% | +6.6% |
| 3M | -3.2% | -3.3% | +0.1% | -3.4% |
| 6M | +20.3% | -9.3% | +29.7% | +20.7% |
| YTD | +79.6% | +1.6% | +78.0% | +80.1% |
| 1Y | +139.0% | +25.5% | +113.5% | +140.2% |
| 3Y | +644.6% | +49.3% | +595.3% | +646.4% |
| All | +644.6% | +53.4% | +591.2% | +646.4% |
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 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