+3,646.0%
ALL vs GSK
+1,039.5%
+2,606.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -1.9% | +1.7% | -3.6% | -2.6% |
| 30D | +13.8% | +7.0% | +6.7% | +10.8% |
| 3M | -7.0% | -2.7% | -4.3% | -6.3% |
| 6M | +18.0% | +1.4% | +16.6% | +16.9% |
| YTD | +24.2% | +5.3% | +18.9% | +20.6% |
| 1Y | +31.2% | +10.6% | +20.5% | +25.0% |
| 3Y | +107.5% | +62.6% | +44.9% | +66.6% |
| 5Y | +144.8% | +41.7% | +103.1% | +103.3% |
| 10Y | +375.8% | +104.7% | +271.0% | +237.1% |
| All | +3,646.0% | +1,039.5% | +2,606.5% | +1,839.3% |
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