-20.3%
BROS vs GSK
+14.9%
-35.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | +0.2% |
| 7D | +2.5% | +4.9% | -2.5% | +1.7% |
| 30D | +15.1% | +9.9% | +5.2% | +13.2% |
| 3M | -31.4% | +0.2% | -31.5% | -31.5% |
| 6M | -22.6% | +2.3% | -24.9% | -23.4% |
| YTD | -28.1% | +7.1% | -35.2% | -32.0% |
| 1Y | -20.3% | +13.1% | -33.4% | -28.7% |
| All | -20.3% | +14.9% | -35.2% | -28.7% |
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