+1,002.6%
VST vs GSK
+84.7%
+917.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.2% | +10.7% | +10.6% |
| 7D | -9.8% | +1.7% | -11.5% | -10.2% |
| 30D | -25.1% | +7.0% | -32.2% | -26.3% |
| 3M | -11.6% | -2.7% | -8.9% | -11.4% |
| 6M | -20.9% | +1.4% | -22.3% | -21.7% |
| YTD | -22.3% | +5.3% | -27.6% | -24.1% |
| 1Y | -32.0% | +10.6% | -42.7% | -34.4% |
| 3Y | +262.4% | +62.6% | +199.8% | +201.7% |
| 5Y | +563.4% | +41.7% | +521.7% | +473.3% |
| 10Y | +1,120.7% | +104.7% | +1,016.0% | +867.0% |
| All | +1,002.6% | +84.7% | +917.9% | +684.9% |
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