+356.1%
ALL vs GSK
+76.8%
+279.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.4% | -1.4% |
| 7D | -1.7% | -4.2% | +2.5% | -0.3% |
| 30D | -4.7% | -7.5% | +2.8% | -2.2% |
| 3M | +18.4% | -3.3% | +21.6% | +19.5% |
| 6M | +20.5% | -9.3% | +29.8% | +24.0% |
| YTD | +23.5% | +1.6% | +21.9% | +21.9% |
| 1Y | +29.0% | +25.5% | +3.5% | +17.7% |
| 3Y | +153.7% | +49.3% | +104.4% | +112.3% |
| 5Y | +114.8% | +46.7% | +68.1% | +76.5% |
| 10Y | +356.1% | +76.8% | +279.3% | +249.1% |
| All | +356.1% | +76.8% | +279.4% | +249.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling