+246.5%
BBY vs GSK
+80.1%
+166.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.6% | -3.5% | +4.1% | +1.7% |
| 30D | +9.4% | -3.4% | +12.8% | +10.5% |
| 3M | +19.3% | -8.1% | +27.5% | +22.1% |
| 6M | +47.9% | -11.1% | +59.1% | +52.5% |
| YTD | +39.6% | +0.7% | +38.8% | +37.9% |
| 1Y | +22.2% | +20.1% | +2.0% | +13.5% |
| 3Y | +45.0% | +46.1% | -1.1% | +22.3% |
| 5Y | +2.6% | +48.2% | -45.7% | -16.7% |
| All | +246.5% | +80.1% | +166.5% | +153.0% |
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