-36.9%
BAX vs GSK
+80.2%
-117.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -5.1% | -3.6% | -1.5% | -3.6% |
| 30D | -12.2% | -5.9% | -6.2% | -10.0% |
| 3M | +21.8% | -4.3% | +26.1% | +23.9% |
| 6M | +36.3% | -10.8% | +47.1% | +42.8% |
| YTD | +27.8% | +1.8% | +26.0% | +27.3% |
| 1Y | -0.1% | +23.5% | -23.5% | -8.1% |
| 3Y | -33.3% | +49.5% | -82.8% | -43.7% |
| 5Y | -67.1% | +49.7% | -116.7% | -72.8% |
| 10Y | -36.9% | +81.9% | -118.8% | -52.1% |
| All | -36.9% | +80.2% | -117.1% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling