+1,465.5%
VTR vs GSK
+336.5%
+1,129.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -2.9% | -3.6% | +0.7% | -1.6% |
| 30D | -2.8% | -5.9% | +3.1% | -0.6% |
| 3M | +9.0% | -4.3% | +13.3% | +10.6% |
| 6M | +5.0% | -10.8% | +15.7% | +9.1% |
| YTD | +16.9% | +1.8% | +15.1% | +15.2% |
| 1Y | +34.3% | +23.5% | +10.8% | +22.2% |
| 3Y | +131.6% | +49.5% | +82.0% | +91.7% |
| 5Y | +88.0% | +49.7% | +38.3% | +52.8% |
| 10Y | +97.8% | +81.9% | +15.8% | +50.1% |
| All | +1,465.5% | +336.5% | +1,129.0% | +659.1% |
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