+6,857.8%
BTI vs GSK
+1,742.6%
+5,115.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | +9.2% | +6.3% | +2.9% | +6.7% |
| 3M | +9.6% | +1.8% | +7.8% | +8.7% |
| 6M | -2.4% | +1.7% | -4.1% | -3.3% |
| YTD | +14.2% | +6.5% | +7.7% | +10.7% |
| 1Y | +20.3% | +9.5% | +10.8% | +15.4% |
| 3Y | +147.4% | +65.3% | +82.1% | +98.5% |
| 5Y | +155.4% | +43.7% | +111.7% | +113.6% |
| 10Y | +127.3% | +104.1% | +23.2% | +65.4% |
| All | +6,857.8% | +1,742.6% | +5,115.2% | +2,050.2% |
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