-8.1%
BROS vs GSK
+57.9%
-66.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -2.5% | +0.5% | -2.9% | -2.5% |
| 30D | -11.2% | +9.4% | -20.7% | -12.1% |
| 3M | -33.9% | +1.6% | -35.5% | -34.1% |
| 6M | -33.5% | +1.3% | -34.8% | -33.7% |
| YTD | -44.9% | +6.0% | -50.9% | -45.4% |
| 1Y | -41.5% | +9.1% | -50.6% | -42.2% |
| 3Y | +22.4% | +65.4% | -43.0% | +13.3% |
| 5Y | -45.7% | +43.0% | -88.7% | -52.0% |
| All | -8.1% | +57.9% | -66.0% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling