+954.4%
VTI vs GSK
+179.6%
+774.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.6% |
| 7D | +0.6% | -4.2% | +4.8% | +2.4% |
| 30D | -1.1% | -7.5% | +6.4% | +2.0% |
| 3M | +3.9% | -3.3% | +7.2% | +4.8% |
| 6M | +14.6% | -9.3% | +23.9% | +18.4% |
| YTD | +13.3% | +1.6% | +11.7% | +10.9% |
| 1Y | +19.2% | +25.5% | -6.3% | +5.8% |
| 3Y | +77.4% | +49.3% | +28.1% | +41.0% |
| 5Y | +74.0% | +46.7% | +27.4% | +36.1% |
| 10Y | +294.6% | +76.8% | +217.8% | +175.5% |
| All | +954.4% | +179.6% | +774.8% | +411.5% |
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