+1,238.2%
VST vs GSK
+78.1%
+1,160.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.1% |
| 7D | +9.9% | -4.2% | +14.1% | +10.8% |
| 30D | +7.9% | -7.5% | +15.4% | +9.5% |
| 3M | +3.4% | -3.3% | +6.7% | +3.7% |
| 6M | -4.1% | -9.3% | +5.2% | -2.6% |
| YTD | -5.7% | +1.6% | -7.3% | -7.0% |
| 1Y | -18.9% | +25.5% | -44.4% | -24.4% |
| 3Y | +359.1% | +49.3% | +309.8% | +292.8% |
| 5Y | +766.9% | +46.7% | +720.2% | +631.4% |
| All | +1,238.2% | +78.1% | +1,160.1% | +861.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling