+1,162.4%
VST vs GSK
+102.9%
+1,059.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -6.0% | +5.2% | -11.2% | -7.0% |
| 30D | -18.8% | +10.2% | -28.9% | -20.4% |
| 3M | -8.0% | -0.9% | -7.1% | -8.1% |
| 6M | -10.9% | +3.5% | -14.4% | -12.2% |
| YTD | -18.3% | +7.2% | -25.6% | -20.5% |
| 1Y | -29.9% | +12.0% | -41.9% | -32.6% |
| 3Y | +290.3% | +67.3% | +223.0% | +221.4% |
| 5Y | +635.3% | +45.3% | +590.0% | +529.4% |
| 10Y | +1,162.4% | +101.8% | +1,060.6% | +885.1% |
| All | +1,162.4% | +102.9% | +1,059.4% | +885.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling