+199.9%
B vs GSK
+80.0%
+119.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -5.0% | -5.4% | +0.4% | -3.4% |
| 30D | +8.7% | -4.6% | +13.3% | +10.3% |
| 3M | +17.3% | -5.1% | +22.4% | +19.1% |
| 6M | -5.0% | -11.4% | +6.4% | -1.6% |
| YTD | +1.4% | +0.7% | +0.7% | +0.7% |
| 1Y | +50.5% | +23.0% | +27.5% | +39.8% |
| 3Y | +194.4% | +48.0% | +146.4% | +150.3% |
| 5Y | +156.7% | +48.2% | +108.5% | +113.7% |
| All | +199.9% | +80.0% | +119.9% | +117.3% |
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 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