+769.3%
VST vs GSK
+48.0%
+721.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.5% |
| 7D | +8.9% | -1.8% | +10.7% | +8.9% |
| 30D | +6.2% | -2.2% | +8.4% | +6.2% |
| 3M | -2.7% | -1.8% | -0.9% | -2.8% |
| 6M | -8.4% | -10.6% | +2.3% | -8.1% |
| YTD | -7.2% | +4.4% | -11.6% | -7.4% |
| 1Y | -20.9% | +30.4% | -51.3% | -22.1% |
| 3Y | +384.0% | +60.1% | +323.9% | +355.4% |
| All | +769.3% | +48.0% | +721.3% | +682.4% |
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 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