+348.0%
VT vs GSK
+176.0%
+172.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.6% | -3.4% |
| 7D | -4.2% | +3.6% | -7.7% | -5.8% |
| 30D | -5.8% | +8.2% | -14.0% | -9.5% |
| 3M | -5.2% | -1.2% | -4.1% | -5.3% |
| 6M | +0.1% | +1.9% | -1.8% | -2.0% |
| YTD | +8.2% | +5.5% | +2.7% | +3.3% |
| 1Y | +10.1% | +11.8% | -1.7% | +1.9% |
| 3Y | +69.7% | +64.5% | +5.2% | +22.5% |
| 5Y | +53.4% | +41.9% | +11.5% | +16.9% |
| 10Y | +219.2% | +105.1% | +114.2% | +85.3% |
| All | +348.0% | +176.0% | +172.0% | +90.9% |
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