+40.5%
ALL vs GSK
+14.9%
+25.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.0% | -2.1% | +1.5% |
| 7D | +7.5% | +4.9% | +2.6% | +6.1% |
| 30D | +19.7% | +9.9% | +9.9% | +16.8% |
| 3M | +2.9% | +0.2% | +2.7% | +2.7% |
| 6M | +23.5% | +2.3% | +21.2% | +22.6% |
| YTD | +31.1% | +7.1% | +24.1% | +28.6% |
| 1Y | +40.5% | +13.1% | +27.3% | +37.2% |
| All | +40.5% | +14.9% | +25.6% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling