+6,002.7%
BTI vs GSK
+1,657.0%
+4,345.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.6% |
| 7D | -1.4% | -4.2% | +2.8% | +0.2% |
| 30D | -7.0% | -7.5% | +0.5% | -4.4% |
| 3M | -6.3% | -3.3% | -3.0% | -5.3% |
| 6M | -2.0% | -9.3% | +7.4% | +1.3% |
| YTD | +0.2% | +1.6% | -1.4% | -1.0% |
| 1Y | +3.8% | +25.5% | -21.7% | -5.7% |
| 3Y | +112.1% | +49.3% | +62.8% | +76.9% |
| 5Y | +113.6% | +46.7% | +66.9% | +77.2% |
| 10Y | +69.6% | +76.8% | -7.2% | +30.1% |
| All | +6,002.7% | +1,657.0% | +4,345.8% | +1,821.8% |
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 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