+76.4%
BND vs GSK
+132.9%
-56.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.1% |
| 7D | -0.1% | -1.8% | +1.7% | -0.1% |
| 30D | -0.4% | -2.2% | +1.8% | -0.3% |
| 3M | -0.6% | -1.8% | +1.2% | -0.6% |
| 6M | -1.4% | -10.6% | +9.2% | -1.3% |
| YTD | -0.2% | +4.4% | -4.7% | -0.3% |
| 1Y | +1.3% | +30.4% | -29.1% | +0.9% |
| 3Y | +13.2% | +60.1% | -46.9% | +12.5% |
| 5Y | -1.6% | +46.8% | -48.4% | -2.2% |
| 10Y | +15.5% | +79.2% | -63.8% | +15.0% |
| All | +76.4% | +132.9% | -56.5% | +73.8% |
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