+790.5%
BKNG vs GSK
+145.1%
+645.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | -13.1% | -3.6% | -9.5% | -11.9% |
| 30D | -18.5% | -5.9% | -12.6% | -16.6% |
| 3M | +5.8% | -4.3% | +10.0% | +7.4% |
| 6M | -2.1% | -10.8% | +8.7% | +1.9% |
| YTD | -18.6% | +1.8% | -20.4% | -20.1% |
| 1Y | -21.7% | +23.5% | -45.1% | -29.1% |
| 3Y | +40.9% | +49.5% | -8.7% | +14.7% |
| 5Y | +91.0% | +49.7% | +41.3% | +53.0% |
| 10Y | +213.2% | +81.9% | +131.2% | +128.3% |
| All | +790.5% | +145.1% | +645.4% | +485.8% |
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