+1,376.8%
BAC vs GSK
+1,705.8%
-329.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.7% |
| 7D | +1.1% | -1.8% | +2.9% | +1.8% |
| 30D | -0.4% | -2.2% | +1.8% | +0.3% |
| 3M | +16.9% | -1.8% | +18.7% | +17.3% |
| 6M | +26.6% | -10.6% | +37.2% | +31.7% |
| YTD | +15.8% | +4.4% | +11.4% | +12.5% |
| 1Y | +27.2% | +30.4% | -3.2% | +12.0% |
| 3Y | +132.4% | +60.1% | +72.3% | +81.4% |
| 5Y | +72.6% | +46.8% | +25.8% | +37.2% |
| 10Y | +389.7% | +79.2% | +310.5% | +250.8% |
| All | +1,376.8% | +1,705.8% | -329.0% | +451.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling