+208.8%
C vs GSK
+102.9%
+105.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -0.4% | +5.2% | -5.6% | -2.1% |
| 30D | -5.2% | +10.2% | -15.3% | -8.5% |
| 3M | -9.1% | -0.9% | -8.2% | -9.1% |
| 6M | -1.6% | +3.5% | -5.1% | -3.5% |
| YTD | +6.9% | +7.2% | -0.3% | +3.0% |
| 1Y | +23.0% | +12.0% | +11.0% | +16.4% |
| 3Y | +216.1% | +67.3% | +148.8% | +142.0% |
| 5Y | +112.2% | +45.3% | +67.0% | +70.7% |
| 10Y | +208.8% | +101.8% | +107.0% | +115.0% |
| All | +208.8% | +102.9% | +105.8% | +115.0% |
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