+140.1%
BP vs GSK
+103.9%
+36.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | -5.6% | +9.4% | -15.0% | -8.9% |
| 3M | +8.0% | +1.6% | +6.5% | +6.8% |
| 6M | +5.7% | +1.3% | +4.4% | +4.0% |
| YTD | +36.8% | +6.0% | +30.8% | +30.5% |
| 1Y | +30.7% | +9.1% | +21.6% | +23.1% |
| 3Y | +51.6% | +65.4% | -13.8% | +12.4% |
| 5Y | +112.2% | +43.0% | +69.2% | +67.0% |
| All | +140.1% | +103.9% | +36.2% | +56.9% |
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