+87.4%
BAC vs GSK
+63.2%
+24.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.2% | +1.7% | -2.8% | -1.3% |
| 30D | -7.7% | +7.0% | -14.7% | -8.1% |
| 3M | -21.2% | -2.7% | -18.5% | -21.0% |
| 6M | -6.8% | +1.4% | -8.3% | -6.9% |
| YTD | -8.7% | +5.3% | -14.0% | -8.8% |
| 1Y | -5.3% | +10.6% | -15.9% | -5.5% |
| 3Y | +87.4% | +62.6% | +24.9% | +80.2% |
| All | +87.4% | +63.2% | +24.2% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling