+1,251.0%
BE vs GSK
+46.9%
+1,204.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.7% | +12.3% | +9.8% |
| 7D | +29.8% | -4.2% | +34.0% | +30.1% |
| 30D | +26.4% | -7.5% | +33.9% | +27.0% |
| 3M | +9.3% | -3.3% | +12.6% | +8.8% |
| 6M | +105.1% | -9.3% | +114.4% | +106.2% |
| YTD | +219.0% | +1.6% | +217.4% | +212.0% |
| 1Y | +418.8% | +25.5% | +393.3% | +381.1% |
| 3Y | +1,784.6% | +49.3% | +1,735.3% | +1,587.2% |
| 5Y | +1,251.0% | +46.7% | +1,204.3% | +956.5% |
| All | +1,251.0% | +46.9% | +1,204.1% | +956.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling