+934.0%
BE vs GSK
+67.5%
+866.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | +9.7% | -5.4% | +15.1% | +11.6% |
| 30D | +22.4% | -4.6% | +27.0% | +23.9% |
| 3M | +10.4% | -5.1% | +15.5% | +10.5% |
| 6M | +67.9% | -11.4% | +79.3% | +72.2% |
| YTD | +197.5% | +0.7% | +196.8% | +185.6% |
| 1Y | +310.6% | +23.0% | +287.5% | +258.5% |
| 3Y | +1,657.2% | +48.0% | +1,609.3% | +1,261.9% |
| 5Y | +1,218.2% | +48.2% | +1,169.9% | +861.4% |
| All | +934.0% | +67.5% | +866.4% | +557.9% |
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