+391.8%
BAC vs GSK
+76.8%
+315.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.4% |
| 7D | +1.2% | -4.2% | +5.3% | +2.5% |
| 30D | -0.7% | -7.5% | +6.8% | +1.7% |
| 3M | +16.9% | -3.3% | +20.2% | +17.8% |
| 6M | +29.6% | -9.3% | +38.9% | +33.1% |
| YTD | +15.3% | +1.6% | +13.7% | +13.6% |
| 1Y | +28.8% | +25.5% | +3.3% | +17.7% |
| 3Y | +136.4% | +49.3% | +87.1% | +95.4% |
| 5Y | +72.9% | +46.7% | +26.3% | +40.4% |
| 10Y | +391.8% | +76.8% | +315.0% | +264.3% |
| All | +391.8% | +76.8% | +315.0% | +264.3% |
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