-33.2%
BROS vs GSK
+22.9%
-56.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.2% |
| 7D | -6.1% | -5.4% | -0.6% | -5.4% |
| 30D | -12.4% | -4.6% | -7.8% | -11.9% |
| 3M | -27.9% | -5.1% | -22.8% | -27.6% |
| 6M | -16.8% | -11.4% | -5.4% | -15.3% |
| YTD | -29.0% | +0.7% | -29.8% | -29.4% |
| 1Y | -33.2% | +23.0% | -56.2% | -34.6% |
| All | -33.2% | +22.9% | -56.1% | -34.6% |
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