+127.0%
BP vs GSK
+102.9%
+24.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -6.3% | +5.2% | -11.5% | -8.1% |
| 30D | -3.6% | +10.2% | -13.8% | -7.2% |
| 3M | +5.2% | -0.9% | +6.1% | +5.0% |
| 6M | +5.3% | +3.5% | +1.8% | +2.8% |
| YTD | +33.1% | +7.2% | +25.9% | +26.4% |
| 1Y | +26.3% | +12.0% | +14.3% | +17.7% |
| 3Y | +47.5% | +67.3% | -19.8% | +8.8% |
| 5Y | +106.2% | +45.3% | +60.9% | +61.1% |
| 10Y | +127.0% | +101.8% | +25.2% | +46.8% |
| All | +127.0% | +102.9% | +24.0% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling