+208.1%
C vs GSK
+63.2%
+144.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | +1.7% | -4.1% | -2.5% |
| 30D | -6.0% | +7.0% | -13.0% | -6.6% |
| 3M | -10.5% | -2.7% | -7.9% | -10.4% |
| 6M | -5.7% | +1.4% | -7.1% | -6.0% |
| YTD | +4.1% | +5.3% | -1.2% | +3.9% |
| 1Y | +20.5% | +10.6% | +9.8% | +19.8% |
| 3Y | +208.1% | +62.6% | +145.5% | +181.8% |
| All | +208.1% | +63.2% | +144.9% | +181.8% |
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