+1,335.7%
BP vs GSK
+1,705.8%
-370.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.2% |
| 7D | +3.9% | -1.8% | +5.8% | +4.6% |
| 30D | +7.6% | -2.2% | +9.8% | +8.3% |
| 3M | +0.7% | -1.8% | +2.5% | +0.9% |
| 6M | +15.5% | -10.6% | +26.1% | +19.0% |
| YTD | +30.8% | +4.4% | +26.4% | +27.1% |
| 1Y | +34.3% | +30.4% | +3.9% | +20.0% |
| 3Y | +35.1% | +60.1% | -25.0% | +9.3% |
| 5Y | +126.8% | +46.8% | +80.0% | +87.4% |
| 10Y | +123.4% | +79.2% | +44.1% | +71.6% |
| All | +1,335.7% | +1,705.8% | -370.1% | +546.3% |
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