+7,920.7%
BNY vs GSK
+1,641.8%
+6,278.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.5% |
| 7D | -1.1% | -5.4% | +4.3% | +1.2% |
| 30D | +1.4% | -4.6% | +6.0% | +3.3% |
| 3M | +16.8% | -5.1% | +21.9% | +18.8% |
| 6M | +42.0% | -11.4% | +53.4% | +48.2% |
| YTD | +41.9% | +0.7% | +41.2% | +39.8% |
| 1Y | +59.2% | +23.0% | +36.2% | +43.0% |
| 3Y | +290.9% | +48.0% | +242.9% | +214.8% |
| 5Y | +259.0% | +48.2% | +210.8% | +183.8% |
| 10Y | +413.0% | +80.0% | +333.0% | +265.9% |
| All | +7,920.7% | +1,641.8% | +6,278.9% | +2,751.3% |
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