+167.6%
VXUS vs GSK
+207.1%
-39.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.9% |
| 7D | +0.8% | +4.9% | -4.1% | -1.2% |
| 30D | -1.9% | +10.8% | -12.7% | -6.2% |
| 3M | -4.4% | -1.8% | -2.6% | -4.1% |
| 6M | -2.0% | +4.1% | -6.1% | -4.6% |
| YTD | +11.1% | +7.9% | +3.2% | +5.8% |
| 1Y | +15.1% | +14.4% | +0.6% | +6.6% |
| 3Y | +70.4% | +68.1% | +2.3% | +27.2% |
| 5Y | +47.2% | +47.7% | -0.5% | +14.5% |
| 10Y | +142.3% | +100.5% | +41.8% | +52.4% |
| All | +167.6% | +207.1% | -39.4% | +17.0% |
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