+1,202.4%
VUG vs GSK
+236.8%
+965.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | -1.1% | -1.1% | 0.0% | -0.6% |
| 30D | -7.0% | +7.8% | -14.8% | -10.0% |
| 3M | -3.7% | +0.3% | -4.0% | -4.3% |
| 6M | -1.6% | +3.4% | -5.1% | -4.0% |
| YTD | +5.1% | +5.9% | -0.8% | +0.8% |
| 1Y | +3.8% | +8.2% | -4.5% | -1.5% |
| 3Y | +79.9% | +65.3% | +14.6% | +36.4% |
| 5Y | +66.4% | +43.3% | +23.1% | +32.0% |
| 10Y | +405.3% | +102.9% | +302.4% | +229.7% |
| All | +1,202.4% | +236.8% | +965.6% | +551.0% |
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