-1.7%
BND vs GSK
+42.6%
-44.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +0.8% | +9.4% | -8.6% | +0.4% |
| 3M | -1.2% | +1.6% | -2.8% | -1.3% |
| 6M | -1.4% | +1.3% | -2.7% | -1.5% |
| YTD | -1.3% | +6.0% | -7.3% | -1.7% |
| 1Y | -1.2% | +9.1% | -10.3% | -1.8% |
| 3Y | +13.7% | +65.4% | -51.7% | +10.1% |
| 5Y | -1.7% | +43.0% | -44.7% | -4.8% |
| All | -1.7% | +42.6% | -44.3% | -4.8% |
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 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