+2,271.9%
D vs GSK
+1,705.8%
+566.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | +0.4% | -1.8% | +2.3% | +0.9% |
| 30D | -3.6% | -2.2% | -1.4% | -3.2% |
| 3M | -1.0% | -1.8% | +0.8% | -0.8% |
| 6M | +6.3% | -10.6% | +16.9% | +8.7% |
| YTD | +14.7% | +4.4% | +10.3% | +13.0% |
| 1Y | +16.9% | +30.4% | -13.5% | +9.3% |
| 3Y | +56.8% | +60.1% | -3.3% | +38.6% |
| 5Y | +5.2% | +46.8% | -41.6% | -6.0% |
| 10Y | +35.9% | +79.2% | -43.4% | +15.8% |
| All | +2,271.9% | +1,705.8% | +566.1% | +1,316.8% |
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 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