+567.3%
VRT vs GSK
+43.2%
+524.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | -21.4% | +1.7% | -23.0% | -21.4% |
| 30D | -25.8% | +7.0% | -32.9% | -26.4% |
| 3M | -33.5% | -2.7% | -30.9% | -33.4% |
| 6M | -49.0% | +1.4% | -50.5% | -49.5% |
| YTD | +12.9% | +5.3% | +7.6% | +11.3% |
| 1Y | 0.0% | +10.6% | -10.6% | -2.4% |
| 3Y | +361.8% | +62.6% | +299.2% | +298.1% |
| All | +567.3% | +43.2% | +524.1% | +464.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling