+289.3%
C vs GSK
+81.7%
+207.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | +3.6% | -1.8% | +5.5% | +4.3% |
| 30D | +0.1% | -2.2% | +2.2% | +0.7% |
| 3M | +2.4% | -1.8% | +4.2% | +2.7% |
| 6M | +24.9% | -10.6% | +35.5% | +29.4% |
| YTD | +19.8% | +4.4% | +15.4% | +16.7% |
| 1Y | +44.9% | +30.4% | +14.4% | +28.5% |
| 3Y | +263.0% | +60.1% | +202.9% | +182.5% |
| 5Y | +129.5% | +46.8% | +82.7% | +82.2% |
| All | +289.3% | +81.7% | +207.6% | +184.5% |
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