+371.6%
ALL vs GSK
+103.1%
+268.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | +5.0% | +0.2% | +4.8% | +4.9% |
| 30D | +13.3% | +5.4% | +7.9% | +11.3% |
| 3M | +3.2% | +0.9% | +2.3% | +2.6% |
| 6M | +25.3% | +0.7% | +24.6% | +24.5% |
| YTD | +30.5% | +5.6% | +24.9% | +26.9% |
| 1Y | +29.2% | +8.5% | +20.7% | +24.4% |
| 3Y | +119.1% | +63.8% | +55.3% | +76.6% |
| 5Y | +162.6% | +42.4% | +120.2% | +119.9% |
| All | +371.6% | +103.1% | +268.5% | +247.0% |
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 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