+26.6%
BA vs GSK
+102.9%
-76.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | 0.0% | +5.2% | -5.2% | -1.9% |
| 30D | -8.9% | +10.2% | -19.1% | -12.5% |
| 3M | -25.5% | -0.9% | -24.6% | -25.6% |
| 6M | -27.0% | +3.5% | -30.4% | -28.5% |
| YTD | -20.1% | +7.2% | -27.4% | -23.3% |
| 1Y | -11.0% | +12.0% | -23.0% | -16.1% |
| 3Y | -11.8% | +67.3% | -79.2% | -34.9% |
| 5Y | -20.6% | +45.3% | -65.9% | -38.2% |
| 10Y | +26.6% | +101.8% | -75.1% | -17.1% |
| All | +26.6% | +102.9% | -76.3% | -17.1% |
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