+80.5%
VTV vs GSK
+47.2%
+33.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -2.1% | -5.4% | +3.4% | -1.0% |
| 30D | -1.3% | -4.6% | +3.3% | -0.5% |
| 3M | +5.6% | -5.1% | +10.7% | +6.6% |
| 6M | +12.4% | -11.4% | +23.8% | +14.8% |
| YTD | +17.6% | +0.7% | +16.9% | +16.9% |
| 1Y | +23.5% | +23.0% | +0.5% | +17.4% |
| 3Y | +67.0% | +48.0% | +19.1% | +49.8% |
| 5Y | +80.5% | +48.2% | +32.3% | +58.3% |
| All | +80.5% | +47.2% | +33.3% | +58.3% |
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