+998.2%
C vs GSK
+1,721.8%
-723.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.4% | +1.7% | -4.1% | -3.2% |
| 30D | -6.0% | +7.0% | -13.0% | -9.3% |
| 3M | -10.5% | -2.7% | -7.9% | -9.9% |
| 6M | -5.7% | +1.4% | -7.1% | -7.4% |
| YTD | +4.1% | +5.3% | -1.2% | -0.5% |
| 1Y | +20.5% | +10.6% | +9.8% | +12.2% |
| 3Y | +208.1% | +62.6% | +145.5% | +125.0% |
| 5Y | +110.4% | +41.7% | +68.7% | +61.2% |
| 10Y | +234.6% | +104.7% | +129.9% | +107.2% |
| All | +998.2% | +1,721.8% | -723.5% | +195.1% |
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