+74.2%
BND vs GSK
+137.6%
-63.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.4% | +1.1% | -2.6% | -1.5% |
| 30D | +0.6% | +6.3% | -5.8% | +0.5% |
| 3M | -1.6% | +1.8% | -3.4% | -1.6% |
| 6M | -1.5% | +1.7% | -3.2% | -1.6% |
| YTD | -1.5% | +6.5% | -8.0% | -1.6% |
| 1Y | -1.1% | +9.5% | -10.6% | -1.2% |
| 3Y | +13.6% | +65.3% | -51.7% | +12.9% |
| 5Y | -1.8% | +43.7% | -45.5% | -2.5% |
| 10Y | +17.0% | +104.1% | -87.1% | +16.6% |
| All | +74.2% | +137.6% | -63.4% | +71.6% |
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