+168.3%
VXUS vs GSK
+201.5%
-33.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.5% |
| 7D | -0.5% | -1.1% | +0.6% | -0.1% |
| 30D | -1.2% | +7.8% | -9.0% | -4.4% |
| 3M | -3.8% | +0.3% | -4.1% | -4.4% |
| 6M | -1.7% | +3.4% | -5.1% | -4.1% |
| YTD | +11.4% | +5.9% | +5.5% | +6.9% |
| 1Y | +13.3% | +8.2% | +5.1% | +7.6% |
| 3Y | +70.0% | +65.3% | +4.7% | +27.7% |
| 5Y | +48.1% | +43.3% | +4.8% | +16.8% |
| 10Y | +147.1% | +102.9% | +44.2% | +53.6% |
| All | +168.3% | +201.5% | -33.1% | +18.1% |
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