+139.4%
BAC vs GSK
+62.2%
+77.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.1% |
| 7D | +1.1% | -1.8% | +2.9% | +1.3% |
| 30D | -0.4% | -2.2% | +1.8% | -0.2% |
| 3M | +16.9% | -1.8% | +18.7% | +17.0% |
| 6M | +26.6% | -10.6% | +37.2% | +27.5% |
| YTD | +15.8% | +4.4% | +11.4% | +15.5% |
| 1Y | +27.2% | +30.4% | -3.2% | +25.2% |
| All | +139.4% | +62.2% | +77.2% | +122.9% |
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