+43.8%
D vs GSK
+101.6%
-57.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.4% |
| 7D | +0.8% | +4.9% | -4.1% | -1.0% |
| 30D | +10.7% | +10.8% | -0.1% | +6.6% |
| 3M | +2.3% | -1.8% | +4.1% | +2.7% |
| 6M | +12.5% | +4.1% | +8.4% | +10.3% |
| YTD | +20.1% | +7.9% | +12.2% | +15.3% |
| 1Y | +15.6% | +14.4% | +1.1% | +8.4% |
| 3Y | +75.2% | +68.1% | +7.1% | +36.1% |
| 5Y | +14.6% | +47.7% | -33.1% | -7.6% |
| 10Y | +43.8% | +100.5% | -56.7% | -0.3% |
| All | +43.8% | +101.6% | -57.8% | -0.3% |
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