+635.8%
BX vs GSK
+105.0%
+530.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +0.6% | +1.1% | -0.6% | +0.2% |
| 30D | +14.2% | +6.3% | +7.9% | +11.7% |
| 3M | -18.7% | +1.8% | -20.6% | -19.4% |
| 6M | +2.5% | +1.7% | +0.8% | +1.6% |
| YTD | -18.8% | +6.5% | -25.4% | -21.6% |
| 1Y | -10.3% | +9.5% | -19.8% | -14.5% |
| 3Y | +35.4% | +65.3% | -29.9% | +2.5% |
| 5Y | +0.3% | +43.7% | -43.5% | -19.6% |
| All | +635.8% | +105.0% | +530.9% | +397.6% |
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