+12,674.7%
BLK vs GSK
+215.1%
+12,459.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.4% |
| 7D | -5.2% | -5.4% | +0.2% | -2.9% |
| 30D | -7.0% | -4.6% | -2.4% | -5.2% |
| 3M | +5.7% | -5.1% | +10.8% | +7.6% |
| 6M | +11.0% | -11.4% | +22.4% | +16.3% |
| YTD | +0.9% | +0.7% | +0.2% | -0.7% |
| 1Y | -1.6% | +23.0% | -24.6% | -12.1% |
| 3Y | +64.5% | +48.0% | +16.5% | +31.0% |
| 5Y | +30.9% | +48.2% | -17.4% | +2.0% |
| 10Y | +275.1% | +80.0% | +195.1% | +164.2% |
| All | +12,674.7% | +215.1% | +12,459.6% | +6,993.8% |
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