-11.5%
BA vs GSK
+14.2%
-25.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.2% |
| 7D | -1.7% | +4.9% | -6.6% | -2.9% |
| 30D | -9.5% | +10.8% | -20.3% | -11.9% |
| 3M | -26.5% | -1.8% | -24.7% | -25.9% |
| 6M | -27.4% | +4.1% | -31.5% | -28.6% |
| YTD | -20.6% | +7.9% | -28.5% | -23.0% |
| All | -11.5% | +14.2% | -25.7% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling