+216.9%
B vs GSK
+103.9%
+113.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -6.2% | +0.5% | -6.7% | -6.3% |
| 30D | -6.6% | +9.4% | -16.1% | -9.2% |
| 3M | -7.9% | +1.6% | -9.5% | -8.5% |
| 6M | -16.8% | +1.3% | -18.1% | -17.4% |
| YTD | -11.7% | +6.0% | -17.7% | -13.8% |
| 1Y | +3.5% | +9.1% | -5.6% | 0.0% |
| 3Y | +165.7% | +65.4% | +100.3% | +117.6% |
| 5Y | +108.4% | +43.0% | +65.4% | +77.0% |
| All | +216.9% | +103.9% | +113.0% | +112.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling