+753.6%
B vs GSK
+1,765.6%
-1,011.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.9% |
| 7D | +11.3% | +4.9% | +6.4% | +10.7% |
| 30D | +2.9% | +10.8% | -7.9% | +1.6% |
| 3M | -2.9% | -1.8% | -1.1% | -2.7% |
| 6M | -1.2% | +4.1% | -5.3% | -1.8% |
| YTD | -1.3% | +7.9% | -9.2% | -2.4% |
| 1Y | +30.4% | +14.4% | +16.0% | +28.1% |
| 3Y | +195.3% | +68.1% | +127.2% | +175.6% |
| 5Y | +146.2% | +47.7% | +98.5% | +132.3% |
| 10Y | +200.5% | +100.5% | +100.0% | +174.5% |
| All | +753.6% | +1,765.6% | -1,011.9% | +783.6% |
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