+588.9%
VST vs GSK
+43.2%
+545.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.2% | +10.7% | +10.5% |
| 7D | -9.8% | +1.7% | -11.5% | -9.7% |
| 30D | -25.1% | +7.0% | -32.2% | -24.9% |
| 3M | -11.6% | -2.7% | -8.9% | -11.4% |
| 6M | -20.9% | +1.4% | -22.3% | -20.8% |
| YTD | -22.3% | +5.3% | -27.6% | -22.2% |
| 1Y | -32.0% | +10.6% | -42.7% | -32.0% |
| 3Y | +262.4% | +62.6% | +199.8% | +245.9% |
| All | +588.9% | +43.2% | +545.7% | +562.4% |
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