+1,821.9%
BA vs GSK
+1,705.8%
+116.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.5% |
| 7D | +1.2% | -1.8% | +3.0% | +1.8% |
| 30D | -11.6% | -2.2% | -9.5% | -11.1% |
| 3M | -2.4% | -1.8% | -0.6% | -2.0% |
| 6M | -6.6% | -10.6% | +4.0% | -3.2% |
| YTD | -2.2% | +4.4% | -6.7% | -4.4% |
| 1Y | -8.0% | +30.4% | -38.4% | -17.4% |
| 3Y | -5.0% | +60.1% | -65.1% | -23.0% |
| 5Y | -2.7% | +46.8% | -49.5% | -19.6% |
| 10Y | +75.9% | +79.2% | -3.3% | +35.9% |
| All | +1,821.9% | +1,705.8% | +116.1% | +553.2% |
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