+9.7%
BKR vs GSK
+14.9%
-5.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.0% | -10.6% | -5.4% |
| 7D | -8.8% | +4.9% | -13.7% | -8.6% |
| 30D | -13.1% | +9.9% | -23.0% | -12.8% |
| 3M | -18.9% | +0.2% | -19.1% | -18.4% |
| 6M | -27.2% | +2.3% | -29.6% | -27.0% |
| YTD | +10.7% | +7.1% | +3.6% | +8.8% |
| 1Y | +9.7% | +13.1% | -3.5% | +7.8% |
| All | +9.7% | +14.9% | -5.3% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling