+30.5%
ALL vs GSK
+13.5%
+17.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | -0.1% | +5.2% | -5.3% | -1.6% |
| 30D | +13.8% | +10.2% | +3.6% | +10.9% |
| 3M | -2.8% | -0.9% | -1.9% | -2.7% |
| 6M | +23.7% | +3.5% | +20.2% | +22.4% |
| YTD | +27.3% | +7.2% | +20.0% | +24.4% |
| 1Y | +30.5% | +12.0% | +18.5% | +26.8% |
| All | +30.5% | +13.5% | +17.1% | +26.8% |
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