+173.2%
BKR vs GSK
+47.2%
+126.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.6% | -6.5% |
| 7D | -6.7% | -5.4% | -1.3% | -6.1% |
| 30D | -8.3% | -4.6% | -3.7% | -7.9% |
| 3M | -5.4% | -5.1% | -0.3% | -4.9% |
| 6M | +0.8% | -11.4% | +12.2% | +2.0% |
| YTD | +31.8% | +0.7% | +31.1% | +31.0% |
| 1Y | +28.6% | +23.0% | +5.6% | +24.2% |
| 3Y | +71.2% | +48.0% | +23.3% | +58.4% |
| All | +173.2% | +47.2% | +126.0% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling