+19.6%
BTDR vs GSK
+52.6%
-33.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -3.4% | -3.5% | +0.1% | -4.1% |
| 30D | +32.6% | -3.4% | +36.0% | +31.7% |
| 3M | -32.2% | -8.1% | -24.1% | -33.1% |
| 6M | +52.4% | -11.1% | +63.5% | +49.2% |
| YTD | +6.7% | +0.7% | +6.0% | +8.0% |
| 1Y | -15.2% | +20.1% | -35.4% | -10.6% |
| 3Y | +14.9% | +46.1% | -31.2% | +26.4% |
| 5Y | +20.8% | +48.2% | -27.4% | +34.6% |
| All | +19.6% | +52.6% | -33.0% | +34.8% |
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