+21.5%
BX vs GSK
+47.2%
-25.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | -8.9% | -5.4% | -3.5% | -8.3% |
| 30D | -14.8% | -4.6% | -10.2% | -14.3% |
| 3M | +6.9% | -5.1% | +12.0% | +7.6% |
| 6M | +16.3% | -11.4% | +27.7% | +17.7% |
| YTD | -16.1% | +0.7% | -16.8% | -16.0% |
| 1Y | -26.8% | +23.0% | -49.8% | -28.4% |
| All | +21.5% | +47.2% | -25.6% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling