+18.0%
BAC vs GSK
+43.2%
-25.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.2% | +1.7% | -2.8% | -1.4% |
| 30D | -7.7% | +7.0% | -14.7% | -8.6% |
| 3M | -21.2% | -2.7% | -18.5% | -20.9% |
| 6M | -6.8% | +1.4% | -8.3% | -7.2% |
| YTD | -8.7% | +5.3% | -14.0% | -9.7% |
| 1Y | -5.3% | +10.6% | -15.9% | -7.1% |
| 3Y | +87.4% | +62.6% | +24.9% | +66.9% |
| All | +18.0% | +43.2% | -25.2% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling