+76.3%
VUG vs GSK
+46.9%
+29.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | +0.9% | -4.2% | +5.0% | +1.4% |
| 30D | -1.4% | -7.5% | +6.1% | -0.5% |
| 3M | +2.3% | -3.3% | +5.6% | +2.6% |
| 6M | +15.7% | -9.3% | +25.0% | +16.9% |
| YTD | +8.6% | +1.6% | +7.0% | +7.8% |
| 1Y | +14.1% | +25.5% | -11.4% | +9.2% |
| 3Y | +87.9% | +49.3% | +38.6% | +70.7% |
| 5Y | +76.3% | +46.7% | +29.7% | +56.3% |
| All | +76.3% | +46.9% | +29.4% | +56.3% |
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