+707.7%
BE vs GSK
+76.3%
+631.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +20.5% | +0.5% | +20.1% | +20.4% |
| 30D | -23.4% | +9.4% | -32.8% | -25.7% |
| 3M | -14.9% | +1.6% | -16.4% | -15.8% |
| 6M | -28.1% | +1.3% | -29.4% | -29.8% |
| YTD | +132.4% | +6.0% | +126.4% | +118.6% |
| 1Y | +59.4% | +9.1% | +50.3% | +47.7% |
| 3Y | +1,815.8% | +65.4% | +1,750.4% | +1,304.4% |
| 5Y | +491.3% | +43.0% | +448.3% | +353.1% |
| All | +707.7% | +76.3% | +631.4% | +403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling