+803.7%
B vs GSK
+1,705.8%
-902.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.0% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | +9.4% | -2.2% | +11.6% | +9.7% |
| 3M | +5.0% | -1.8% | +6.8% | +5.2% |
| 6M | -3.5% | -10.6% | +7.1% | -2.3% |
| YTD | +4.5% | +4.4% | 0.0% | +3.8% |
| 1Y | +67.8% | +30.4% | +37.4% | +62.3% |
| 3Y | +196.7% | +60.1% | +136.6% | +178.6% |
| 5Y | +151.9% | +46.8% | +105.1% | +138.1% |
| 10Y | +202.2% | +79.2% | +122.9% | +178.8% |
| All | +803.7% | +1,705.8% | -902.1% | +839.7% |
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