+521.9%
BKR vs GSK
+1,641.8%
-1,119.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.6% | -6.3% |
| 7D | -6.7% | -5.4% | -1.3% | -5.0% |
| 30D | -8.3% | -4.6% | -3.7% | -7.1% |
| 3M | -5.4% | -5.1% | -0.3% | -4.2% |
| 6M | +0.8% | -11.4% | +12.2% | +4.0% |
| YTD | +31.8% | +0.7% | +31.1% | +30.2% |
| 1Y | +28.6% | +23.0% | +5.6% | +18.6% |
| 3Y | +71.2% | +48.0% | +23.3% | +45.3% |
| 5Y | +179.2% | +48.2% | +131.0% | +133.1% |
| 10Y | +124.0% | +80.0% | +43.9% | +74.3% |
| All | +521.9% | +1,641.8% | -1,119.9% | +224.0% |
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