+3,631.0%
ALL vs GSK
+1,066.8%
+2,564.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.3% |
| 7D | -3.9% | +4.9% | -8.8% | -5.6% |
| 30D | +10.6% | +10.8% | -0.2% | +6.4% |
| 3M | -4.6% | -1.8% | -2.8% | -4.1% |
| 6M | +20.2% | +4.1% | +16.1% | +17.8% |
| YTD | +23.7% | +7.9% | +15.8% | +19.1% |
| 1Y | +27.9% | +14.4% | +13.4% | +20.3% |
| 3Y | +109.2% | +68.1% | +41.1% | +65.8% |
| 5Y | +148.0% | +47.7% | +100.3% | +102.7% |
| 10Y | +363.8% | +100.5% | +263.3% | +231.4% |
| All | +3,631.0% | +1,066.8% | +2,564.1% | +1,814.1% |
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