+420.5%
VUG vs GSK
+80.2%
+340.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.1% | -3.6% | +3.7% | +1.1% |
| 30D | -1.7% | -5.9% | +4.2% | 0.0% |
| 3M | +2.8% | -4.3% | +7.1% | +3.7% |
| 6M | +13.6% | -10.8% | +24.4% | +16.8% |
| YTD | +8.1% | +1.8% | +6.3% | +6.2% |
| 1Y | +13.1% | +23.5% | -10.4% | +3.8% |
| 3Y | +87.0% | +49.5% | +37.4% | +55.1% |
| 5Y | +76.0% | +49.7% | +26.3% | +42.3% |
| 10Y | +420.5% | +81.9% | +338.6% | +284.3% |
| All | +420.5% | +80.2% | +340.3% | +284.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling