+43.9%
BNY vs GSK
+14.9%
+29.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.0% | -2.7% | +1.7% |
| 7D | +2.8% | +4.9% | -2.2% | +2.2% |
| 30D | +6.7% | +9.9% | -3.2% | +5.5% |
| 3M | -2.2% | +0.2% | -2.4% | -2.2% |
| 6M | +16.8% | +2.3% | +14.4% | +16.2% |
| YTD | +33.9% | +7.1% | +26.8% | +32.8% |
| 1Y | +43.9% | +13.1% | +30.8% | +42.0% |
| All | +43.9% | +14.9% | +29.0% | +42.0% |
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