+35.3%
D vs GSK
+76.8%
-41.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.6% |
| 7D | +0.8% | -4.2% | +5.0% | +2.3% |
| 30D | -0.7% | -7.5% | +6.8% | +2.0% |
| 3M | +2.1% | -3.3% | +5.4% | +2.9% |
| 6M | +6.8% | -9.3% | +16.2% | +10.1% |
| YTD | +16.5% | +1.6% | +14.9% | +14.5% |
| 1Y | +19.2% | +25.5% | -6.3% | +7.2% |
| 3Y | +61.9% | +49.3% | +12.6% | +32.4% |
| 5Y | +6.5% | +46.7% | -40.1% | -14.6% |
| 10Y | +35.3% | +76.8% | -41.5% | +0.7% |
| All | +35.3% | +76.8% | -41.5% | +0.7% |
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