+1,803.2%
BE vs GSK
+65.0%
+1,738.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +20.5% | +0.5% | +20.1% | +20.6% |
| 30D | -23.4% | +9.4% | -32.8% | -22.5% |
| 3M | -14.9% | +1.6% | -16.4% | -14.3% |
| 6M | -28.1% | +1.3% | -29.4% | -27.9% |
| YTD | +132.4% | +6.0% | +126.4% | +129.5% |
| 1Y | +59.4% | +9.1% | +50.3% | +56.2% |
| All | +1,803.2% | +65.0% | +1,738.2% | +1,708.4% |
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