+402.8%
VUG vs GSK
+105.0%
+297.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +2.5% | +1.1% | +1.4% | +2.2% |
| 30D | -6.3% | +6.3% | -12.6% | -8.0% |
| 3M | -6.0% | +1.8% | -7.8% | -6.8% |
| 6M | -3.5% | +1.7% | -5.2% | -4.7% |
| YTD | +3.9% | +6.5% | -2.6% | +0.6% |
| 1Y | +5.1% | +9.5% | -4.4% | +0.8% |
| 3Y | +77.9% | +65.3% | +12.6% | +42.2% |
| 5Y | +62.4% | +43.7% | +18.7% | +35.5% |
| All | +402.8% | +105.0% | +297.9% | +257.5% |
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 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