+22.6%
BROS vs GSK
+51.6%
-29.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -6.6% | -3.6% | -3.0% | -6.2% |
| 30D | -12.3% | -5.9% | -6.4% | -11.7% |
| 3M | -22.2% | -4.3% | -17.9% | -21.9% |
| 6M | -14.3% | -10.8% | -3.5% | -13.2% |
| YTD | -26.6% | +1.8% | -28.3% | -26.9% |
| 1Y | -31.5% | +23.5% | -55.0% | -33.3% |
| 3Y | +62.3% | +49.5% | +12.7% | +52.4% |
| All | +22.6% | +51.6% | -29.1% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling