-4.6%
BROS vs GSK
+57.8%
-62.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -20.4% | -1.1% | -19.3% | -20.3% |
| 30D | -6.1% | +7.8% | -13.9% | -6.9% |
| 3M | -29.4% | +0.3% | -29.7% | -29.4% |
| 6M | -31.5% | +3.4% | -35.0% | -32.0% |
| YTD | -42.8% | +5.9% | -48.7% | -43.3% |
| 1Y | -37.5% | +8.2% | -45.7% | -38.2% |
| 3Y | +27.2% | +65.3% | -38.1% | +17.7% |
| 5Y | -47.0% | +43.3% | -90.3% | -53.0% |
| All | -4.6% | +57.8% | -62.3% | -12.2% |
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