+27.0%
BROS vs GSK
+55.6%
-28.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +1.0% |
| 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% | -10.5% |
| YTD | -23.9% | +4.4% | -28.3% | -24.4% |
| 1Y | -34.8% | +30.4% | -65.2% | -37.0% |
| 3Y | +62.1% | +60.1% | +2.0% | +50.7% |
| All | +27.0% | +55.6% | -28.6% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling