+133.9%
BP vs GSK
+80.2%
+53.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +4.0% | -3.6% | +7.6% | +5.4% |
| 30D | +7.8% | -5.9% | +13.8% | +10.2% |
| 3M | +8.4% | -4.3% | +12.6% | +9.6% |
| 6M | +15.1% | -10.8% | +25.9% | +19.0% |
| YTD | +36.4% | +1.8% | +34.6% | +32.7% |
| 1Y | +40.9% | +23.5% | +17.4% | +25.4% |
| 3Y | +38.8% | +49.5% | -10.7% | +8.1% |
| 5Y | +141.1% | +49.7% | +91.4% | +82.2% |
| 10Y | +133.9% | +81.9% | +52.0% | +61.0% |
| All | +133.9% | +80.2% | +53.7% | +61.0% |
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 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