-1.4%
BND vs GSK
+44.4%
-45.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -1.4% | +1.1% | -2.6% | -1.5% |
| 30D | +0.6% | +6.3% | -5.8% | +0.3% |
| 3M | -1.6% | +1.8% | -3.4% | -1.7% |
| 6M | -1.5% | +1.7% | -3.2% | -1.7% |
| YTD | -1.5% | +6.5% | -8.0% | -1.9% |
| 1Y | -1.1% | +9.5% | -10.6% | -1.7% |
| 3Y | +13.6% | +65.3% | -51.7% | +10.0% |
| All | -1.4% | +44.4% | -45.8% | -4.4% |
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 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