+73.3%
D vs GSK
+63.2%
+10.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +3.0% | +1.7% | +1.3% | +2.6% |
| 30D | +11.5% | +7.0% | +4.5% | +9.8% |
| 3M | +3.7% | -2.7% | +6.4% | +4.2% |
| 6M | +13.5% | +1.4% | +12.1% | +12.9% |
| YTD | +20.7% | +5.3% | +15.4% | +18.5% |
| 1Y | +18.2% | +10.6% | +7.6% | +14.7% |
| 3Y | +73.3% | +62.6% | +10.7% | +49.9% |
| All | +73.3% | +63.2% | +10.1% | +49.9% |
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