+39.4%
BP vs GSK
+22.9%
+16.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +5.7% | -5.4% | +11.1% | +5.7% |
| 30D | +8.1% | -4.6% | +12.7% | +8.0% |
| 3M | +8.6% | -5.1% | +13.7% | +8.4% |
| 6M | +18.1% | -11.4% | +29.6% | +17.6% |
| YTD | +37.6% | +0.7% | +36.9% | +34.7% |
| 1Y | +39.4% | +23.0% | +16.4% | +36.2% |
| All | +39.4% | +22.9% | +16.5% | +36.2% |
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