0.0%
BND vs GSK
+12.1%
-12.1%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.3% |
| 7D | +0.4% | +3.6% | -3.2% | +0.2% |
| 30D | +2.3% | +8.2% | -5.8% | +1.9% |
| 3M | -0.8% | -1.2% | +0.4% | -0.8% |
| 6M | -0.8% | +1.9% | -2.7% | -1.0% |
| YTD | -0.6% | +5.5% | -6.2% | -1.1% |
| 1Y | 0.0% | +11.8% | -11.8% | -1.0% |
| All | 0.0% | +12.1% | -12.1% | -1.0% |
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 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