+39.8%
BKNG vs GSK
+47.2%
-7.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | -10.7% | -5.4% | -5.3% | -10.1% |
| 30D | -18.1% | -4.6% | -13.5% | -17.6% |
| 3M | +8.5% | -5.1% | +13.6% | +9.3% |
| 6M | -0.1% | -11.4% | +11.4% | +1.1% |
| YTD | -18.2% | +0.7% | -18.9% | -18.4% |
| 1Y | -19.9% | +23.0% | -42.9% | -21.8% |
| All | +39.8% | +47.2% | -7.3% | +31.5% |
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 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