-28.1%
BE vs GSK
+2.0%
-30.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.5% |
| 7D | +20.5% | +0.5% | +20.1% | +20.9% |
| 30D | -23.4% | +9.4% | -32.8% | -14.1% |
| 3M | -14.9% | +1.6% | -16.4% | -10.5% |
| 6M | -28.1% | +1.3% | -29.4% | -28.6% |
| All | -28.1% | +2.0% | -30.1% | -28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling