-22.4%
BA vs GSK
+42.6%
-65.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -0.6% | +0.5% | -1.0% | -0.6% |
| 30D | -8.0% | +9.4% | -17.5% | -9.5% |
| 3M | -25.8% | +1.6% | -27.4% | -26.1% |
| 6M | -27.6% | +1.3% | -28.9% | -27.9% |
| YTD | -21.0% | +6.0% | -27.0% | -21.9% |
| 1Y | -12.3% | +9.1% | -21.3% | -13.6% |
| 3Y | -12.8% | +65.4% | -78.2% | -23.6% |
| 5Y | -22.4% | +43.0% | -65.3% | -32.6% |
| All | -22.4% | +42.6% | -65.0% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling