+2,723.0%
VRT vs GSK
+79.3%
+2,643.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +4.9% |
| 7D | +9.1% | -1.8% | +11.0% | +9.7% |
| 30D | +0.9% | -2.2% | +3.1% | +1.3% |
| 3M | -13.4% | -1.8% | -11.6% | -13.6% |
| 6M | +11.7% | -10.6% | +22.3% | +14.8% |
| YTD | +73.2% | +4.4% | +68.8% | +68.7% |
| 1Y | +123.4% | +30.4% | +93.0% | +101.6% |
| 3Y | +606.2% | +60.1% | +546.1% | +460.8% |
| 5Y | +899.9% | +46.8% | +853.1% | +710.0% |
| All | +2,723.0% | +79.3% | +2,643.7% | +2,006.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling