+29.2%
ALL vs GSK
+9.8%
+19.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | +5.0% | +1.1% | +3.9% | +4.7% |
| 30D | +13.3% | +6.3% | +7.0% | +11.5% |
| 3M | +3.2% | +1.8% | +1.4% | +2.6% |
| 6M | +25.3% | +1.7% | +23.7% | +24.6% |
| YTD | +30.5% | +6.5% | +23.9% | +27.9% |
| 1Y | +29.2% | +9.5% | +19.7% | +26.2% |
| All | +29.2% | +9.8% | +19.4% | +26.2% |
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