-34.8%
BROS vs GSK
+31.2%
-66.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +0.9% |
| 7D | -6.7% | -1.8% | -4.8% | -6.5% |
| 30D | -29.1% | -2.2% | -26.9% | -28.9% |
| 3M | -16.7% | -1.8% | -14.9% | -16.6% |
| 6M | -11.6% | -10.6% | -1.0% | -10.3% |
| YTD | -23.9% | +4.4% | -28.3% | -24.5% |
| 1Y | -34.8% | +30.4% | -65.2% | -35.7% |
| All | -34.8% | +31.2% | -66.0% | -35.7% |
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