+183.8%
VXUS vs GSK
+197.2%
-13.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.3% |
| 7D | +1.0% | -1.8% | +2.8% | +1.8% |
| 30D | +2.2% | -2.2% | +4.4% | +3.0% |
| 3M | +3.0% | -1.8% | +4.8% | +3.2% |
| 6M | +10.7% | -10.6% | +21.3% | +15.2% |
| YTD | +17.8% | +4.4% | +13.4% | +14.1% |
| 1Y | +27.6% | +30.4% | -2.8% | +11.1% |
| 3Y | +73.3% | +60.1% | +13.2% | +32.2% |
| 5Y | +54.3% | +46.8% | +7.5% | +20.1% |
| 10Y | +149.8% | +79.2% | +70.6% | +68.0% |
| All | +183.8% | +197.2% | -13.4% | +26.1% |
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