+1,360.9%
BP vs GSK
+1,754.3%
-393.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 3M | +5.2% | -0.9% | +6.1% | +4.9% |
| 6M | +5.3% | +3.5% | +1.8% | +3.0% |
| YTD | +33.1% | +7.2% | +25.9% | +27.5% |
| 1Y | +26.3% | +12.0% | +14.3% | +19.0% |
| 3Y | +47.5% | +67.3% | -19.8% | +17.2% |
| 5Y | +106.2% | +45.3% | +60.9% | +70.5% |
| 10Y | +127.0% | +101.8% | +25.2% | +66.7% |
| All | +1,360.9% | +1,754.3% | -393.4% | +548.4% |
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