-2.8%
BLK vs GSK
+21.8%
-24.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | -3.5% | +0.2% | -3.0% |
| 30D | -6.5% | -3.4% | -3.1% | -6.2% |
| 3M | +6.7% | -8.1% | +14.9% | +7.5% |
| 6M | +14.7% | -11.1% | +25.9% | +15.5% |
| YTD | +2.5% | +0.7% | +1.8% | +4.9% |
| 1Y | -2.8% | +20.1% | -22.9% | +2.4% |
| All | -2.8% | +21.8% | -24.6% | +2.4% |
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