+661.1%
BX vs GSK
+80.1%
+581.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -5.6% | -3.5% | -2.1% | -4.3% |
| 30D | -12.2% | -3.4% | -8.8% | -11.1% |
| 3M | +7.4% | -8.1% | +15.5% | +10.7% |
| 6M | +22.2% | -11.1% | +33.3% | +27.2% |
| YTD | -14.0% | +0.7% | -14.7% | -15.1% |
| 1Y | -27.3% | +20.1% | -47.4% | -33.7% |
| 3Y | +24.5% | +46.1% | -21.6% | +0.3% |
| 5Y | +18.9% | +48.2% | -29.4% | -7.3% |
| All | +661.1% | +80.1% | +581.0% | +446.0% |
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