+90.3%
VTR vs GSK
+47.2%
+43.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -1.8% | -5.4% | +3.6% | -0.4% |
| 30D | +4.0% | -4.6% | +8.6% | +5.2% |
| 3M | +7.8% | -5.1% | +13.0% | +9.2% |
| 6M | +6.4% | -11.4% | +17.8% | +9.4% |
| YTD | +18.3% | +0.7% | +17.6% | +17.7% |
| 1Y | +33.9% | +23.0% | +10.9% | +26.1% |
| 3Y | +134.3% | +48.0% | +86.4% | +106.4% |
| 5Y | +90.3% | +48.2% | +42.1% | +59.7% |
| All | +90.3% | +47.2% | +43.0% | +59.7% |
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