+1,064.4%
BAC vs GSK
+1,721.8%
-657.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.2% | +1.7% | -2.8% | -1.8% |
| 30D | -7.7% | +7.0% | -14.7% | -10.4% |
| 3M | -21.2% | -2.7% | -18.5% | -20.7% |
| 6M | -6.8% | +1.4% | -8.3% | -8.2% |
| YTD | -8.7% | +5.3% | -14.0% | -12.0% |
| 1Y | -5.3% | +10.6% | -15.9% | -10.6% |
| 3Y | +87.4% | +62.6% | +24.9% | +45.0% |
| 5Y | +18.9% | +41.7% | -22.8% | -4.3% |
| 10Y | +273.3% | +104.7% | +168.6% | +151.7% |
| All | +1,064.4% | +1,721.8% | -657.4% | +331.7% |
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 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