+851.5%
BX vs GSK
+152.4%
+699.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +0.6% | +0.2% | +0.3% | +0.4% |
| 30D | +14.2% | +5.4% | +8.9% | +10.5% |
| 3M | -18.7% | +0.9% | -19.6% | -19.5% |
| 6M | +2.5% | +0.7% | +1.7% | +1.2% |
| YTD | -18.8% | +5.6% | -24.4% | -23.4% |
| 1Y | -10.3% | +8.5% | -18.8% | -17.1% |
| 3Y | +35.4% | +63.8% | -28.4% | -13.3% |
| 5Y | +0.3% | +42.4% | -42.2% | -31.2% |
| 10Y | +668.4% | +102.3% | +566.1% | +269.4% |
| All | +851.5% | +152.4% | +699.2% | +208.6% |
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 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