+67.8%
B vs GSK
+31.2%
+36.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -1.6% | -1.8% | +0.2% | -1.2% |
| 30D | +9.4% | -2.2% | +11.6% | +10.1% |
| 3M | +5.0% | -1.8% | +6.8% | +5.4% |
| 6M | -3.5% | -10.6% | +7.1% | -2.0% |
| YTD | +4.5% | +4.4% | 0.0% | +6.3% |
| 1Y | +67.8% | +30.4% | +37.4% | +67.5% |
| All | +67.8% | +31.2% | +36.5% | +67.5% |
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