+40.6%
BBY vs GSK
+47.2%
-6.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +0.7% | -5.4% | +6.1% | +1.5% |
| 30D | +5.8% | -4.6% | +10.4% | +6.5% |
| 3M | +18.0% | -5.1% | +23.1% | +18.8% |
| 6M | +39.8% | -11.4% | +51.3% | +42.1% |
| YTD | +35.4% | +0.7% | +34.7% | +34.7% |
| 1Y | +21.4% | +23.0% | -1.6% | +16.7% |
| All | +40.6% | +47.2% | -6.5% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling