+27.3%
BAC vs GSK
+24.6%
+2.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.6% | -3.6% | +4.2% | +1.1% |
| 30D | -1.4% | -5.9% | +4.6% | -0.6% |
| 3M | +15.7% | -4.3% | +20.0% | +16.3% |
| 6M | +32.2% | -10.8% | +43.0% | +33.5% |
| YTD | +15.8% | +1.8% | +14.0% | +16.7% |
| 1Y | +27.3% | +23.5% | +3.8% | +30.4% |
| All | +27.3% | +24.6% | +2.7% | +30.4% |
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