+30.8%
BIL vs GSK
+165.2%
-134.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | +0.1% | +4.9% | -4.8% | +0.1% |
| 30D | 0.0% | +10.8% | -10.9% | 0.0% |
| 3M | +0.6% | -1.8% | +2.4% | +0.6% |
| 6M | +1.5% | +4.1% | -2.6% | +1.5% |
| YTD | +2.8% | +7.9% | -5.1% | +2.8% |
| 1Y | +3.3% | +14.4% | -11.1% | +3.4% |
| 3Y | +13.4% | +68.1% | -54.7% | +13.5% |
| 5Y | +19.8% | +47.7% | -27.8% | +19.9% |
| 10Y | +25.6% | +100.5% | -74.8% | +25.9% |
| All | +30.8% | +165.2% | -134.4% | +31.4% |
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 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