+3,716.0%
ALL vs GSK
+1,029.5%
+2,686.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.6% |
| 7D | 0.0% | -1.8% | +1.9% | +0.7% |
| 30D | -1.5% | -2.2% | +0.7% | -0.8% |
| 3M | +23.6% | -1.8% | +25.4% | +24.2% |
| 6M | +22.3% | -10.6% | +32.9% | +26.9% |
| YTD | +26.5% | +4.4% | +22.1% | +23.5% |
| 1Y | +27.0% | +30.4% | -3.4% | +13.3% |
| 3Y | +149.6% | +60.1% | +89.5% | +101.5% |
| 5Y | +118.1% | +46.8% | +71.3% | +78.7% |
| 10Y | +369.0% | +79.2% | +289.7% | +250.0% |
| All | +3,716.0% | +1,029.5% | +2,686.5% | +1,884.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling