+28.1%
BA vs GSK
+101.6%
-73.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.5% |
| 7D | -1.7% | +4.9% | -6.6% | -3.6% |
| 30D | -9.5% | +10.8% | -20.3% | -13.2% |
| 3M | -26.5% | -1.8% | -24.7% | -26.3% |
| 6M | -27.4% | +4.1% | -31.5% | -29.1% |
| YTD | -20.6% | +7.9% | -28.5% | -23.9% |
| 1Y | -11.4% | +14.4% | -25.9% | -17.2% |
| 3Y | -10.8% | +68.1% | -78.9% | -34.3% |
| 5Y | -21.9% | +47.7% | -69.6% | -39.7% |
| 10Y | +28.1% | +100.5% | -72.3% | -16.3% |
| All | +28.1% | +101.6% | -73.4% | -16.3% |
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